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~isPartOf:"Journal of Risk and Financial Management"
~person:"Auerbach, Alan J."
~person:"McAleer, Michael"
~person:"Quoreshi, A. M. M. Shahiduzzaman"
~subject:"Steuertheorie"
~subject:"finance"
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Auerbach, Alan J.
McAleer, Michael
Quoreshi, A. M. M. Shahiduzzaman
Wong, Wing Keung
2
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Journal of Risk and Financial Management
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11
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Big data, computational science, economics,
finance
, marketing, management, and psychology: Connections
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Journal of Risk and Financial Management
11
(
2018
)
1
,
pp. 1-29
The paper provides a review of the literature that connects Big Data, Computational Science, Economics,
Finance
…
Persistent link: https://www.econbiz.de/10012611003
Saved in:
2
Quasi-maximum likelihood estimation for long memory stock transaction data - under conditional heteroskedasticity framework
Quoreshi, A. M. M. Shahiduzzaman
;
Uddin, Reaz
;
Khan, …
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-13
This paper introduces Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data of unknown underlying distribution. The moments with conditional heteroscedasticity have been discussed. In a Monte Carlo experiment, it was found that the QML estimator performs as well as CLS and...
Persistent link: https://www.econbiz.de/10012611124
Saved in:
3
Review papers for journal of risk and financial management (JRFM)
McAleer, Michael
- In:
Journal of Risk and Financial Management
13
(
2020
)
8
,
pp. 1-18
,
finance
, marketing, management and psychology, factors, outcome, and the solutions of supply chain
finance
, with a review and …
Persistent link: https://www.econbiz.de/10012611387
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