QASS

Past Issues

Volume 2, Issue 1, 2008

Special Issue: Exponential Stochastic Volatility Models

 

The Moments of Log-ACD Models

 

Luc Bauwens, Fausto Galli and Pierre Giot

QASS, Vol. 2 (1), 2008, 1-28

The Statistical Properties of Exponential ACD Models

Menelaos Karanasos

QASS, Vol. 2 (1), 2008, 29-49

Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities in the UK

Renatas Kizys and Peter Spencer

QASS, Vol. 2 (1), 2008, 50-77

Finite-sample Properties of Maximum Likelihood and Whittle Estimators in EGARCH and FIEGARCH Models

Ana Perez and Paolo Zaffaroni

QASS, Vol. 2 (1), 2008, 78-97

 

 

 

 

 

ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006

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