Similar Search Results

Approximating volatilities by asymmetric power GARCH function

Penzer, Jeremy (contributor); Wang, Mingjin (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002075165

Modelling multivariate volatilities via conditionally uncorrelated components

Fan, Jianqing (contributor); Wang, Mingjin (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003164853

Modelling multivariate volatilities : an ad hoc method

Wang, Mingjin (contributor); Yao, Qiwei (contributor) - 2005

Persistent link: https://www.econbiz.de/10003165050

Modeling multivariate volatilities via latent common factors

Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 564-573

Persistent link: https://www.econbiz.de/10011692411

Testing for multivariate volatility functions using minimum volume sets and inverse regression

Polonik, Wolfgang (contributor); Yao, Qiwei (contributor) - 2005

Persistent link: https://www.econbiz.de/10003164811

Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Chan, Wai-Sum (contributor); Li, Wai Keung (contributor); … - International Workshop on Statistics and Finance <1999, … - 2000

Persistent link: https://www.econbiz.de/10001490756

Frontiers in time series and financial econometrics : an overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015

Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of...

Persistent link: https://www.econbiz.de/10010484894

Frontiers in time series and financial econometrics: An overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 245-250

Persistent link: https://www.econbiz.de/10011503737

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

Persistent link: https://www.econbiz.de/10011504634

Frontiers in time series and financial econometrics : an overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015

Persistent link: https://www.econbiz.de/10011346240