ARCH models for financial applications

Documenti analoghi

• <An> introduction to generalized linear models
  di: Dunteman, George H.
  Pubblicazione: (2006)
• Hidden Markov Model Utilization in Financial Modeling
  di: Reiff, Marian, 1978-
• Controlling inflation in a cointegrated vector autoregressive model with an application to US data
  di: Johansen, Soren
  Pubblicazione: (2001)
• Methods and models <a> guide to the empirical analysis of formal models in political science
  di: Morton, Rebecca B.
  Pubblicazione: (2005)
• Fractionally Integrated Models With ARCH Errors
  di: Hauser, Michael A.
  Pubblicazione: (1993)