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~isPartOf:"Handbook of applied econometrics and statistical inference"
~person:"Goh, Kim-leng"
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~subject:"Volatilität"
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Handbook of applied econometrics and statistical inference
Econometric Institute research papers
25
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Discussion paper / Tinbergen Institute
18
Working papers in quantitative economics and econometrics
13
Econometric reviews
12
Journal of econometrics
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Journal of risk and financial management : JRFM
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Improvements to the Wald test
King, Maxwell L.
;
Goh, Kim-leng
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 251-275)
.
2002
Persistent link: https://www.econbiz.de/10001701976
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
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