Author: Leung Joseph Man-Joe Chong Terence Tai-Leung
Publisher: Routledge Ltd
ISSN: 1466-4291
Source: Applied Economics Letters, Vol.10, Iss.6, 2003-01, pp. : 339-341
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Moving average conditional heteroskedastic processes
Economics Letters, Vol. 49, Iss. 4, 1995-10 ,pp. :
A matrix evaluation of the moving-average representation
By Lyhagen J.
Economics Letters, Vol. 55, Iss. 2, 1997-08 ,pp. :
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Econometric Reviews, Vol. 30, Iss. 1, 2011-01 ,pp. :
What should the value of lambda be in the exponentially weighted moving average volatility model?
Applied Economics, Vol. 47, Iss. 8, 2015-02 ,pp. :