Similar Search Results

An asymptotic expansion in the GARCH(1,1) model

Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581

Persistent link: https://www.econbiz.de/10001230723

Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments

Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294

Persistent link: https://www.econbiz.de/10011591037

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Linton, Oliver; Wu, Ruochen - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 261-264

Persistent link: https://www.econbiz.de/10011591029

Probability, statistics and econometrics

Linton, Oliver - 2017

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative...