Ling, Shiqing; McAleer, Michael; Tong, Howell - Tinbergen Instituut - 2015
Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial …, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial … to time series and financial econometrics, including forecasting co-volatilities via factor models with asymmetry and …