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Volumn 52, Issue 6, 2008, Pages 2842-2845

Special Issue on Statistical and Computational Methods in Finance

Author keywords

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Indexed keywords


EID: 39149108459     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.12.010     Document Type: Editorial
Times cited : (5)

References (23)
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  • 4
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    • Bolduc, D., Khalaf, L., Moyneur, E. Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. Comput. Statist. Data Anal. 52 (6), 3148-3161.
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    • Chen, C.W.S., Gerlach, R., Lin, E.M.H. Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Statist. Data Anal. 52 (6), 2990-3010.
    • Chen, C.W.S., Gerlach, R., Lin, E.M.H. Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Statist. Data Anal. 52 (6), 2990-3010.
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    • Coakley, J., Dollery, J., Kellard, N. The role of long memory in hedging effectiveness. Comput. Statist. Data Anal., doi:10.1016/j.csda.2007.10.019.
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    • Francq, C., Zakoïan, J.-M. Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Comput. Statist. Data Anal. 52 (6), 3027-3046.
    • Francq, C., Zakoïan, J.-M. Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Comput. Statist. Data Anal. 52 (6), 3027-3046.
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    • Gallegati, M. Wavelet analysis of stock returns and aggregate economic activity. Comput. Statist. Data Anal. 52 (6), 3061-3074.
    • Gallegati, M. Wavelet analysis of stock returns and aggregate economic activity. Comput. Statist. Data Anal. 52 (6), 3061-3074.
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    • Geweke J., Groenen P.J.F., Paap R., and van Dijk H.K. Comput. Statist. Data Anal. 51 7 (2007) 3506-3625 (special issue on Computational techniques for applied econometric analysis of macroeconomic and financial processes)
    • (2007) Comput. Statist. Data Anal. , vol.51 , Issue.7 , pp. 3506-3625
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  • 13
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    • Giet, L., Lubrano, M. A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models. Comput. Statist. Data Anal. 52 (6), 2945-2965.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.