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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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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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Behavioral heterogeneity and excess stock price volatility in China
Zhang, Wei; Zhou, Zhong-Qiang; Xiong, Xiong - In: Finance research letters 28 (2019), pp. 348-354
Persistent link: https://www.econbiz.de/10012388343
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Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence
Gong, Xiao-Li; Xiong, Xiong - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012490240
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Moment conditions for fractional degree stochastic dominance
Wang, Hongxia; Zhou, Lin; Dai, Peng-Fei; Xiong, Xiong - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013479652