Chang, Chia-Lin; McAleer, Michael; Allen, Allen, D.E. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
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 …