کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5097099 1376571 2008 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Econometric modelling in finance and risk management: An overview
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Econometric modelling in finance and risk management: An overview
چکیده انگلیسی
This paper gives an overview about the sixteen papers included in this special issue. The papers in this special issue cover a wide range of topics. Such topics include discussing a class of tests for correlation, estimation of realized volatility, modeling time series and continuous-time models with long-range dependence, estimation and specification testing of time series models, estimation in a factor model with high-dimensional problems, finite-sample examination of quasi-maximum likelihood estimation in an autoregressive conditional duration model, and estimation in a dynamic additive quantile model.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 147, Issue 1, November 2008, Pages 1-4
نویسندگان
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