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3 Publications


2013 | Journal Article | LibreCat-ID: 4600 LibreCat | DOI
 

2011 | Journal Article | LibreCat-ID: 4598 LibreCat | DOI
 

2008 | Journal Article | LibreCat-ID: 4609
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.
LibreCat | DOI
 

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