Frontiers in Time Series and Financial Econometrics
Year of publication: |
2015-02-01
|
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Authors: | McAleer, Michael ; Ling, Ling, S. ; Tong, Tong, H. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Time series | financial econometrics | threshold models | conditional volatility | stochastic volatility | copulas | conditional duration |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2015-07 2 pages long |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; c58 ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
Frontiers in time series and financial econometrics : an overview
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Frontiers in Time Series and Financial Econometrics: An Overview
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