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~isPartOf:"Contributions to financial econometrics : theoretical and practical issues"
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~subject:"Time series analysis"
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Contributions to financial econometrics : theoretical and practical issues
Econometric Institute research papers
25
Working paper
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Discussion paper / Tinbergen Institute
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Working papers in quantitative economics and econometrics
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Econometric reviews
12
Journal of econometrics
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Discussion paper / Institute of Social and Economic Research
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Journal of economic surveys
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Econometric theory
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Journal of risk and financial management : JRFM
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Japanese economic review : the journal of the Japanese Economic Association
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Economics letters
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DAE working paper
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Discussion paper / Center for Economic Research, Tilburg University
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Econometrics
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Economies : open access journal
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Finance research letters
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Handbook of applied econometrics and statistical inference
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International economic review
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International journal of economic theory
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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