Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The authors are most grateful for the helpful comments and suggestions of Michael
McAleer, Teodosio Perez Amaral, two referees, and participants at the International
Conference on Risk Modelling and Management, Madrid, Spain, June 2011. The first
author is most grateful for the financial support of the National Science Council,
Taiwan, and the second author acknowledges the financial support of the Ministerio de
Ciencia y Tecnología and Comunidad de Madrid, Spain. Number 2013-36 72 pages |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications ; C22 - Time-Series Models |
Source: |
Persistent link: https://www.econbiz.de/10010734312