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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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Bootstrapping financial time series
Ruiz, Esther; Pascual, Lorenzo - In: Contributions to financial econometrics : theoretical …, (pp. 35-64). 2003
Persistent link: https://www.econbiz.de/10001932651
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Measures of fit for rational expectations models
Engsted, Tom - In: Contributions to financial econometrics : theoretical …, (pp. 65-119). 2003
Persistent link: https://www.econbiz.de/10001932655
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Some recent developments in futures hedging
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: Contributions to financial econometrics : theoretical …, (pp. 121-160). 2003
Persistent link: https://www.econbiz.de/10001932658
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Asset pricing with observable stochastic discount factors
Smith, Peter N.; Wickens, Michael R. - In: Contributions to financial econometrics : theoretical …, (pp. 161-210). 2003
Persistent link: https://www.econbiz.de/10001932664