Financial econometrics – A new discipline with new methods
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
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1. Toward a scenario with complementary stochastic and deterministic information in financial fluctuations;Chinese Journal of Physics;2018-06
2. Robust estimation of conditional variance of time series using density power divergences;Journal of Forecasting;2017-03-27
3. Efficient Estimation of Conditional Risk Measures in a Semiparametric GARCH Model;SSRN Electronic Journal;2012
4. Electoral institutions and growth volatility: Theory and evidence;International Political Science Review;2011-06-06
5. References;ARCH Models for Financial Applications;2010-03-31
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