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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Martin, Gael M."
~person:"Pesaran, M. Hashem"
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatzsammlung"
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Time series analysis
Dynamic price and volatility jumps
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Beaumont, Adrian
Martin, Gael M.
Pesaran, M. Hashem
Bauwens, Luc
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Granger, C. W. J.
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Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.>
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Nonlinear dynamics, chaos and econometrics : [ ... presented at the Conference on Nonlinear Dynamics and Econometrics]
Pesaran, M. Hashem
(
ed.
);
Potter, Simon M.
(
contributor
)
-
1993
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