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Testing for reduction to random walk in autoregressive conditional heteroskedasticity model
Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - 2001
Persistent link: https://www.econbiz.de/10001744688
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Testing for reducing to random walk in autogressive conditional heteroskedasticity models
Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - In: The econometrics journal 5 (2002) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10001713307
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116