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~isPartOf:"Contributions to financial econometrics : theoretical and practical issues"
~isPartOf:"Finance research letters"
~person:"Caldeira, João F."
~person:"McAleer, Michael"
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Contributions to financial econometrics : theoretical and practical issues
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Solving the index tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
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2
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
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3
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
4
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
5
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
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