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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Annals of financial economics"
~subject:"ARCH model"
~type_genre:"Government document"
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ARCH model
Estimation theory
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Allen, David E.
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Annals of financial economics
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82
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Journal of mathematical finance
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Applied economics letters
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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1
Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de
;
So, Mike Ka-pui
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011984103
Saved in:
2
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze
;
Ling, Shiqing
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Saved in:
3
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
4
Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S.
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010489123
Saved in:
5
Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
Saved in:
6
A threshold model approach to estimating the abnormal stock returns
Chong, Terence Tai-Leung
;
Mak, Wing Hei
;
Yan, Isabel K. M.
- In:
Annals of financial economics
8
(
2013
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010192088
Saved in:
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