Author:
Lai YiHao,Chen Cathy W.S.,Gerlach Richard
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference26 articles.
1. The Euro and European financial market integration;Bartram;Lancaster University Working Paper,2004
2. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986
3. Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence;Chan;Journal of Applied Econometrics,2002
4. Copula Methods in Finance;Cherubini,2004
5. Short-run deviations and optimal hedge ratio: evidence from stock futures;Choudhry;Journal of Multinational Financial Management,2003
Cited by
43 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献