Narrow search
Showing 1 - 10 of 419
Cover Image
GARCH models : structure, statistical inference and financial applications
Francq, Christian; Zakoïan, Jean-Michel - 2010
Persistent link: https://www.econbiz.de/10003954916
Cover Image
Applied time series econometrics
Lütkepohl, Helmut (ed.); Krätzig, Markus (contributor) - 2009 - Transferred to digital printing
Persistent link: https://www.econbiz.de/10009702029
Cover Image
Applied time series econometrics
Lütkepohl, Helmut (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001851355
Cover Image
Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet - 2001 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
Cover Image
New introduction to multiple time series analysis
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10001768634
Cover Image
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005559
Cover Image
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005584
Cover Image
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005599
Cover Image
Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005618
Cover Image
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum (contributor); Li, Wai Keung (contributor);  … - International Workshop on Statistics and Finance <1999, … - 2000
Persistent link: https://www.econbiz.de/10001490756