Econometric analysis of financial and economic time series. Part B /
The papers in this volume focus on volatility models and are organized by multivariate, high frequency and univariate types.
Clasificación: | Libro Electrónico |
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Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam ; Boston :
Elsevier JAI,
2006.
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Colección: | Advances in econometrics ;
v. 20. |
Temas: | |
Acceso en línea: | Texto completo |
Sumario: | The papers in this volume focus on volatility models and are organized by multivariate, high frequency and univariate types. |
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Descripción Física: | 1 online resource (1 volume) : illustrations, portraits. |
Bibliografía: | Includes bibliographical references. |
ISBN: | 9780080462370 0080462375 9781849503884 1849503885 |
ISSN: | 0731-9053 ; |