The Moments of Log-ACD Models
Volume 2, Issue 1, 2008, 1-28 736.49 KB
The Statistical Properties of Exponential ACD Models
Volume 2, Issue 1, 2008, 29-49 609.25 KB
Assessing the Relation between Equity Risk Premium
and Macroeconomic Volatilities in the UK
Volume 2, Issue 1, 2008, 50-77 620.28 KB
Finite-sample Properties of Maximum Likelihood and
Whittle Estimators in EGARCH and FIEGARCH Models
Volume 2, Issue 1, 2008, 78-97 556.29 KB
October 29, 2020
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