Econometric modelling in finance and risk management: an overview
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Publication:299247
DOI10.1016/j.jeconom.2008.09.025zbMath1429.00029OpenAlexW2133685763MaRDI QIDQ299247
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Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.025
long-range dependencefactor modelcontinuous-time modelcorrelation testdynamic additive modelestimation of realized volatility
Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
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