Market risk analysis II: practical financial econometrics

By C. Alexander. 2008

148 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a4338a0568437b1f26243d86e77810b4444957bc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Tim Bollerslev
2. Andrew J. Patton
3. Christian Francq
4. Michael Mcaleer
5. Turan G. Bali
6. Robert F. Engle
7. S. Ling
8. Peter M. Robinson

Citations in the corpus

• Glossary to ARCH (GARCH) (2008, methodology): “Estimation and inference in the OGARCH model are discussed in detail in Alexander (2001, 2008).”