Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/53115
| Citations | ||
| Scopus | Web of Science® | Altmetric |
|---|---|---|
|
?
|
?
|
|
| 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 Responsibility: | 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 |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.