McAleer, Michael; Ling, Ling, S.; Tong, Tong, H. - Faculteit der Economische Wetenschappen, Erasmus … - 2015
financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics … and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have … contributed significantly to time series and financial econometrics, including forecasting co-volatilities via factor models with …