Frontiers in time series and financial econometrics: An overview
Year of publication: |
December 2015
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Authors: | Ling, Shiqing ; McAleer, Michael ; Tong, Howell |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 245-250
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Subject: | Time series | Financial econometrics | Threshold models | Conditional volatility | Stochastic volatility | Copulas | Conditional duration | Finanzmarktökonometrie | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution |
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Frontiers in time series and financial econometrics : an overview
Ling, Shiqing, (2015)
-
Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing, (2015)
-
Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing, (2015)
- More ...
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Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing, (2015)
-
Frontiers in time series and financial econometrics : an overview
Ling, Shiqing, (2015)
-
Frontiers in time series and financial econometrics
Ling, Shiqing, (2015)
- More ...