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An econometric analysis of asymmetric volatility: Theory and application to patents
Mcaleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10007738995
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; Mcaleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10008898196
Cover Image
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Cover Image
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794