The Econometrics of Financial Time Series.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 237, doi. 10.1111/1467-6419.00168
- By:
- Publication type:
- Article
Works matching IS 09500804 AND DT 2002 AND VI 16 AND IP 3
Results: 7
1
2
Recent Theoretical Results for Time Series Models with GARCH Errors.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 245, doi. 10.1111/1467-6419.00169
- By:
- Publication type:
- Article
3
Bootstrapping Financial Time Series.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 271, doi. 10.1111/1467-6419.00170
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- Publication type:
- Article
4
Measures of Fit for Rational Expectations Models.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 301, doi. 10.1111/1467-6419.00171
- By:
- Publication type:
- Article
5
Some Recent Developments in Futures Hedging.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 357, doi. 10.1111/1467-6419.00172
- By:
- Publication type:
- Article
6
Asset Pricing with Observable Stochastic Discount Factors.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 397, doi. 10.1111/1467-6419.00173
- By:
- Publication type:
- Article
7
G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models.
- Published in:
- Journal of Economic Surveys, 2002, v. 16, n. 3, p. 447, doi. 10.1111/1467-6419.00174
- By:
- Publication type:
- Article