The econometrics of financial time series

被引：4

作者：

McAleer, M ^{[1
]}

Oxley, L

机构：

[1] Univ Western Australia, Nedlands, WA 6009, Australia

[2] Univ Canterbury, Christchurch 1, New Zealand

来源：

JOURNAL OF ECONOMIC SURVEYS | 2002年 / 16卷 / 03期

关键词：

D O I：

10.1111/1467-6419.00168

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：237 / 243

页数：7

共 50 条

[1] Frontiers in Time Series and Financial Econometrics: An overview
Ling, Shiqing
McAleer, Michael
Tong, Howell
[J]. JOURNAL OF ECONOMETRICS, 2015, 189 (02) : 245 - 250
[2] Software Packages for Econometrics: Financial Time Series Modeling
Liashenko, Olena
Kravets, Tetyana
Krytsun, Kateryna
[J]. INFORMATION AND COMMUNICATION TECHNOLOGIES IN EDUCATION, RESEARCH, AND INDUSTRIAL APPLICATIONS, ICTERI 2017, 2018, 826 : 188 - 208
[3] Advances in econometrics, econometric analysis of financial and economic time series
Sloboda, Brian W.
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2007, 23 (02) : 337 - 339
[4] On time series econometrics
CribariNeto, F
[J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 1996, 36 : 37 - 60
[5] Time Series Econometrics
McElroy, Tucker S.
[J]. INTERNATIONAL STATISTICAL REVIEW, 2017, 85 (01) : 181 - 183
[6] The International Library of Financial Econometrics Series
Rzepczynski, Mark S.
[J]. FINANCIAL ANALYSTS JOURNAL, 2011, 67 (03) : 95 - 98
[7] TIME-SERIES ECONOMETRICS
HENDRY, DF
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1984, 147 : 327 - 339
[8] CONTRIBUTIONS ON TIME SERIES ECONOMETRICS
Oxley, Les
[J]. JOURNAL OF ECONOMIC SURVEYS, 2011, 25 (01) : 3 - 5
[9] Challenges of trending time series econometrics
Phillips, PCB
[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2005, 68 (5-6) : 401 - 416
[10] Challenges of trending time series econometrics
Phillips, PCB
[J]. MODSIM 2003: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, VOLS 1-4: VOL 1: NATURAL SYSTEMS, PT 1; VOL 2: NATURAL SYSTEMS, PT 2; VOL 3: SOCIO-ECONOMIC SYSTEMS; VOL 4: GENERAL SYSTEMS, 2003, : 945 - 952

← 1 2 3 4 5 →