Chang, Chia-Lin; Allen, David; McAleer, Michael - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 217-226
financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional … spreads during the subprime crisis, information transmission between sovereign debt CDS and other financial factors for Latin … America, time-varying mixture GARCH models and asymmetric volatility, and diagnostic checking for non-stationary ARMA models …