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Type: Journal article
Title: Econometric modelling in finance and risk management: An overview
Author: Gao, J.
McAleer, M.
Allen, D.
Citation: Journal of Econometrics, 2008; 147(1):1-4
Publisher: Elsevier Science Sa
Issue Date: 2008
ISSN: 0304-4076
Statement of
Jiti Gao, Michael McAleer and David E. Allen
Keywords: Continuous-time model
Correlation test
Dynamic additive model
Estimation of realized volatility
Factor model
Long-range dependence
DOI: 10.1016/j.jeconom.2008.09.025
Appears in Collections:Aurora harvest 5
Economics publications

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