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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/53115
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dc.contributor.authorGao, J.-
dc.contributor.authorMcAleer, M.-
dc.contributor.authorAllen, D.-
dc.date.issued2008-
dc.identifier.citationJournal of Econometrics, 2008; 147(1):1-4-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/2440/53115-
dc.description.statementofresponsibilityJiti Gao, Michael McAleer and David E. Allen-
dc.language.isoen-
dc.publisherElsevier Science Sa-
dc.source.urihttp://dx.doi.org/10.1016/j.jeconom.2008.09.025-
dc.subjectContinuous-time model-
dc.subjectCorrelation test-
dc.subjectDynamic additive model-
dc.subjectEstimation of realized volatility-
dc.subjectFactor model-
dc.subjectLong-range dependence-
dc.titleEconometric modelling in finance and risk management: An overview-
dc.typeJournal article-
dc.identifier.doi10.1016/j.jeconom.2008.09.025-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 5
Economics publications

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