Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for Semi-covariance
Publications & Outputs
A generalized heterogeneous autoregressive model using market information
Hizmeri, R.
,
Izzeldin, M.
,
Nolte, I.
&
Pappas, V.
,
31/08/2022
,
In:
Quantitative Finance.
22
,
8
,
p. 1513-1534
22 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
A Generalized Heterogeneous Autoregressive Model using the Market Index
Hizmeri, R.
,
Izzeldin, M.
,
Nolte, I.
&
Pappas, V.
,
31/08/2022
,
In:
Quantitative Finance.
22
,
8
,
p. 1513-1534
22 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review