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~isPartOf:"Handbook of applied econometrics and statistical inference"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Statistische Methode"
~subject:"Theorie"
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Handbook of applied econometrics and statistical inference
Econometric Institute research papers
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Working papers in quantitative economics and econometrics
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Econometric reviews
12
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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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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
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