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Handbook of volatility models and their applications

Bauwens, Luc (ed.); Hafner, Christian M. (contributor); … - 2012

understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a …The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility … models in the banking and financial industries, both at home and abroad, through use of real-world, time …

Persistent link: https://www.econbiz.de/10009410416

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

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Handbook of economic forecasting ; Volume 2B

Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013

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Applied econometrics

Mills, Terence C. (contributor) - 2009

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The Oxford handbook of economic forecasting

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The Oxford handbook of economic forecasting

Clements, Michael P. (ed.); Hendry, David F. (ed.) - 2011

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.