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~subject:"Volatility"
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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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Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
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