TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Allen, David E.
AU  - McAleer, Michael
PY  - 2013
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41448
AB  - Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent...
LA  - eng
KW  - Dynamic price integration
KW  - Local covariates
KW  - Risk management
KW  - Global financial crisis
KW  - Credit risk
KW  - Liquidity shock
KW  - Micro-market noise
KW  - Corporate risk taking
KW  - Options
KW  - Volatility
KW  - Quantiles
KW  - News sentiment
KW  - Contingent capital
KW  - value-at-risk
KW  - inflation targeting
KW  - size effects
KW  - exchange rates
KW  - Realized range
KW  - Equity markets
KW  - Sub-prime crisis
KW  - sovereign debt CDS
KW  - Mixture models
KW  - Asymmetry
KW  - Diagnostic checking..
TI  - Recent Developments in Financial Economics and Econometrics:  An Overview
TY  - technical report
VL  - 2013
ER  -