海量图书期刊资源,随时随地畅享阅读乐趣
Modeling a Multivariate Transaction ProcessNolte, I. · Journal of Financial Econometrics · 2007
Autoregressive Conditional KurtosisBrooks, C. · Journal of Financial Econometrics · 2005
Mixed Normal Conditional HeteroskedasticityHaas, M. · Journal of Financial Econometrics · 2004
Practitioners' CornerCanopius, A. · Journal of Financial Econometrics · 2003
Time Inhomogeneous Multiple Volatility ModelingHardle, W. · Journal of Financial Econometrics · 2003
Dynamic Asymmetric GARCHCaporin, M. · Journal of Financial Econometrics · 2006