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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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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
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Optimal margin requirement
Berlinger, Edina; Dömötör, Barbara; Illés, Ferenc - In: Finance research letters 31 (2019), pp. 239-249
Persistent link: https://www.econbiz.de/10012421563
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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
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Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara - In: Finance research letters 21 (2017), pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
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Dynamic margin optimization
Berlinger, Edina; Bihary, Zsolt; Dömötör, Barbara - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063692