McAleer, Michael; Ling, Ling, S.; Tong, Tong, H. - Faculteit der Economische Wetenschappen, Erasmus … - 2015
__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and …, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series … contributed significantly to time series and financial econometrics, including forecasting co-volatilities via factor models with …