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person:"McAleer, Michael"
~isPartOf:""Marco Fanno" Working Papers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Koulakiotis, Athanasios"
~person:"Rubio, Gonzalo"
~subject:"Theory"
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McAleer, Michael
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"Marco Fanno" Working Papers
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Saved in:
2
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
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