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FinMetrics: analysis of financial data in S-PLUS

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Author Info
Ruud H. Koning (Department of Econometrics, University of Groningen, The Netherlands)

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Abstract

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File URL: http://hdl.handle.net/10.1002/jae.775
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File URL: http://qed.econ.queensu.ca:80/jae/2004-v19.2/
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Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 19 (2004)
Issue (Month): 2 ()
Pages: 283-290
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Handle: RePEc:jae:japmet:v:19:y:2004:i:2:p:283-290

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Franses, Philip Hans, 2001. "How to Deal with Intercept and Trend in Practical Cointegration Analysis?," Applied Economics, Taylor and Francis Journals, vol. 33(5), pages 577-79, April. [Downloadable!] (restricted)
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  2. Brooks, Chris & Burke, Simon P. & Persand, Gita, 2001. "Benchmarks and the accuracy of GARCH model estimation," International Journal of Forecasting, Elsevier, vol. 17(1), pages 45-56. [Downloadable!] (restricted)
  3. Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-51, April.
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This page was last updated on 2009-11-21.

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