Volume 2, Issue 1, 2008

The Moments of Log-ACD Models

 

The Statistical Properties of Exponential ACD Models

 

Assessing the Relation between Equity Risk Premium
and Macroeconomic Volatilities in the UK

 

Finite-sample Properties of Maximum Likelihood and
Whittle Estimators in EGARCH and FIEGARCH Models

Author: menelaos1

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