ARCH models and financial applications
Year of publication: |
1997
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Authors: | Gourieroux, Christian |
Publisher: |
New York [u.a.] : Springer |
Subject: | ARCH-Prozess | Kapitalmarkttheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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ARCH models and financial applications
Gouriéroux, Christian, (1997)
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Econometric analysis of financial markets
Kaehler, Jürgen, (1994)
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Salge, Matthias, (1997)
- More ...
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Forecast performance and bubble analysis in noncausal MAR(1, 1) processes
Gourieroux, Christian, (2020)
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Convolution‐based filtering and forecasting : An application to WTI crude oil prices
Gourieroux, Christian, (2021)
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Analysis of Risk Measures and Multi-dimensional Risk Dependence
Liu, Wei, (2008)
- More ...