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Number of items: 3.

Chen, Jinghui and Kobayashi, Masahito and McAleer, Michael (2016) Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2016, ] (Unpublished)

Chen, Jinghui and Kobayashi, Masahito and McAleer, Michael (2017) Testing for volatility co-movement in bivariate stochastic volatility models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2017, ISSN: 2341-2356 ] (Unpublished)

Huang, Jian and Kobayashi, Masahito and McAleer, Michael (2011) Testing the Box-Cox Parameter for an Integrated Process. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2011, ] (Unpublished)

This list was generated on Tue Apr 23 22:24:35 2019 CEST.