TY  - RPRT
AU  - Ling, Shiqing
AU  - McAleer, Michael
AU  - Tong, Howell
PY  - 2015
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/27492
AB  - Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics,...
LA  - eng
KW  - Time series
KW  - Financial econometrics
KW  - Threshold models
KW  - Conditional volatility
KW  - Stochastic volatility
KW  - Copulas
KW  - Conditional duration.
TI  - Frontiers in Time Series and Financial Econometrics: An Overview
TY  - technical report
VL  - 2015
ER  -