Narrow search
Showing 1 - 10 of 80
Cover Image
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel (contributor) - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Cover Image
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Cover Image
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Cover Image
Single factor stochastic models with seasonality applied to underlying weather derivatives variables
Torró, Hipòlit (contributor);  … - 2001 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001625861
Cover Image
Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Cover Image
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
Cover Image
The consumption-wealth and book-to-market ratios in a dynamic asset pricing context
Nieto, Belén (contributor); Rodríguez, Rosa (contributor) - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001702858
Cover Image
Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
Cover Image
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel (contributor);  … - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Cover Image
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M. (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054