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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
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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
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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
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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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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
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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The effect of futures trading activity on the distribution of spot market returns
Illueca, Manuel (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002181643
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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