A Generalized Heterogeneous Autoregressive Model using the Market Index

Hizmeri, Rodrigo and Izzeldin, Marwan and Nolte, Ingmar and Pappas, Vasileios (2022) A Generalized Heterogeneous Autoregressive Model using the Market Index. Quantitative Finance. ISSN 1469-7688 (In Press)

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Item Type:
Journal Article
Journal or Publication Title:
Quantitative Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000
Subjects:
ID Code:
170334
Deposited By:
Deposited On:
13 May 2022 12:10
Refereed?:
Yes
Published?:
In Press
Last Modified:
13 May 2022 12:10