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Essentials of time series for financial applications

Guidolin, Massimo; Pedio, Manuela - 2018

-Correction Models; References; Chapter 5. Single-Factor Conditionally Heteroskedastic Models, ARCH and GARCH; Abstract; 5.1 Stylized … for ARCH; 5.5 Forecasting With GARCH Models; 5.6 Estimation of and Inference on GARCH Models; References; Appendix 5.A … Nonparametric Kernel Density Estimation; Chapter 6. Multivariate GARCH and Conditional Correlation Models …

Persistent link: https://www.econbiz.de/10012384956

Complex-Valued Econometrics with Examples in R : Modelling, Regression and Applications

Svetunkov, Sergey; Svetunkov, Ivan - 2024

Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic...

Persistent link: https://www.econbiz.de/10014631750

Financial risk management with bayesian estimation of GARCH models : theory and applications

Ardia, David - 2008

Persistent link: https://www.econbiz.de/10013278094

Mathematical Appendices to : 'Stop-Outs Under Serial Correlation'

Bailey, David H. - 2015

Proofs to the propositions in "Stop-Outs Under Serial Correlation".The paper "Stop-Outs Under Serial Correlation and 'The Triple Penance Rule" to which these Appendices apply is available at the following URL: "http://ssrn.com/abstract=2201302" http://ssrn.com/abstract=2201302

Persistent link: https://www.econbiz.de/10013032149