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~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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Caporale, Guglielmo Maria
Franses, Philip Hans
Abu Hassan Shaari Mohd Nor
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Chin, Wen Cheong
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Isa, Zaidi
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Assaf, Ata
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Bond, Derek
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Applied financial economics letters
International journal of forecasting
10
Journal of forecasting
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Journal of econometrics
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Applied economics
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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The review of economics and statistics
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Advances in quantitative analysis of finance and accounting : a research annual
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African journal of economic and sustainable development
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Empirica : journal of european economics
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German economic review
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International advances in economic research
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International review of financial analysis
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Journal of development economics
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Journal of innovation and entrepreneurship : JIE
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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