Econometric analysis of financial and economic time series. Part A /

The papers in this volume focus on volatility models and are organized by multivariate, high frequency and univariate types.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Terrell, Dek, Fomby, Thomas B.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Oxford : Elsevier JAI, 2006.
Colección:Advances in econometrics ; v. 20.
Temas:
Econometric models.
Finance > Econometric models.
Time-series analysis.
Modèles économétriques.
Finances > Modèles économétriques.
Série chronologique.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometric models
Finance > Econometric models
Time-series analysis
Econometrische analyse.
Tijdreeksen.
Toepassingen.
Acceso en línea:Texto completo
Descripción
Sumario:The papers in this volume focus on volatility models and are organized by multivariate, high frequency and univariate types.
Descripción Física:1 online resource (1 volume) : illustrations, portraits.
Bibliografía:Includes bibliographical references.
ISBN:0080462367
9780080462363
9781849503891
1849503893
ISSN:0731-9053 ;

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