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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Li, Wai Keung"
~subject:"Theory"
~subject:"Volatility"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied financial economics
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The journal of risk model validation
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A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
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A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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