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Publisher: Wiley-Blackwell

Volume 16, Number 3, July 2002

The Econometrics of Financial Time Series
pp. 237-243(7)
Authors: McAleer, Michael; Oxley, Les

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Recent Theoretical Results for Time Series Models with GARCH Errors
pp. 245-269(25)
Authors: Li, W. K.; Ling, Shiqing; McAleer, Michael

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Bootstrapping Financial Time Series
pp. 271-300(30)
Authors: Ruiz, Esther; Pascual, Lorenzo

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Measures of Fit for Rational Expectations Models
pp. 301-355(55)
Author: Engsted, Tom

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Some Recent Developments in Futures Hedging
pp. 357-396(40)
Authors: Lien, Donald; Tse, Y. K.

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Asset Pricing with Observable Stochastic Discount Factors
pp. 397-446(50)
Authors: Smith, Peter; Wickens, Michael

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G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models
pp. 447-484(38)
Authors: Laurent, S├ębastien; Peters, Jean–Philippe

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