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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Hanley, Nick"
~person:"McAleer, Michael"
~person:"Stark, Oded"
~subject:"Schätztheorie"
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Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
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2018
Persistent link: https://www.econbiz.de/10011920705
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Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
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2019
Persistent link: https://www.econbiz.de/10012149751
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