Frontiers in time series and financial econometrics: an overview
type: Item
instance of: scholarly article
title: Frontiers in time series and financial econometrics: an overview
zbMATH Open document ID: 1323.00063
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
full work available at URL: 15026.pdf
Mathematics Subject Classification ID: 00B15
Mathematics Subject Classification ID: 62-06
Mathematics Subject Classification ID: 91-06
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6502473
zbMATH Keywords: time series
zbMATH Keywords: financial econometrics
zbMATH Keywords: threshold models
zbMATH Keywords: conditional volatility
zbMATH Keywords: stochastic volatility
zbMATH Keywords: copulas
zbMATH Keywords: conditional duration
MaRDI profile type: Publication
OpenAlex ID: W1980777545
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DOI: 10.1016/J.JECONOM.2015.03.019
description: scientific article; zbMATH DE number 6502473