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~isPartOf:"Finance research letters"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
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Chen, Cathy W. S.
McAleer, Michael
Gupta, Rangan
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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
Saved in:
2
Nonparametric tolerance limits for pair trading
Chen, Cathy W. S.
;
Lin, Tsai-Yu
- In:
Finance research letters
21
(
2017
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011807239
Saved in:
3
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
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