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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ferrer, Román"
~person:"Ortas, E."
~subject:"ARCH model"
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ARCH model
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Ferrer, Román
Ortas, E.
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
2
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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