20_Part_1)
List Of Contributors
Econometric Analysis of Financial and Economic Time Series
ISBN: 978-0-76231-274-0, eISBN: 978-1-84950-389-1
ISSN: 0731-9053
Publication date: 29 March 2006
Citation
(2006), "List Of Contributors", Terrell, D. and Fomby, T.B. (Ed.) Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, Vol. 20 Part 1), Emerald Group Publishing Limited, Leeds, pp. xi-xii. https://doi.org/10.1016/S0731-9053(05)20016-6
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited
- Contents
- Dedication
- List Of Contributors
- Introduction
- Good Ideas
- The creativity process
- A Flexible Dynamic Correlation Model
- A multivariate skew-garch model
- Semi-Parametric Modelling of Correlation Dynamics
- A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals
- A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications
- Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations
- Model-Based Measurement of Actual Volatility in High-Frequency Data
- Noise reduced realized volatility: a kalman filter approach
- Modeling the Asymmetry of Stock Movements Using Price Ranges
- On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression
- The Student's t
- ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts
- Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p