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~isPartOf:"Contributions to financial econometrics : theoretical and practical issues"
~person:"McAleer, Michael"
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Contributions to financial econometrics : theoretical and practical issues
Econometric Institute research papers
42
Working paper
35
Discussion paper / Tinbergen Institute
31
Tinbergen Institute Discussion Paper
13
Working papers in quantitative economics and econometrics
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Econometric reviews
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Journal of econometrics
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Discussion paper / Institute of Social and Economic Research
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Working papers in economics and econometrics
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Journal of risk and financial management : JRFM
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The Japanese economic review : the journal of the Japanese Economic Association
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Discussion papers / Institute of Social and Economic Research
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Econometric theory
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Contributions to economic analysis
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Econometric Institute Research Papers
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of applied econometrics
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Journal of forecasting
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School of Accounting, Finance and Economics & FEMARC working paper series
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied financial economics
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Econometrics : open access journal
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Economics letters
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KIER Working Papers
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Risks : open access journal
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The economic journal : the journal of the Royal Economic Society
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The review of economics and statistics
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Tinbergen Institute Discussion Papers
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Working Papers in Economics
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Annals of financial economics
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Applied economics letters
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DAE working paper
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DEA Working Papers
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Discussion paper / Center for Economic Research, Tilburg University
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The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
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2
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
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