Financial econometrics : problems, models, and methods
Year of publication: |
2001
|
---|---|
Authors: | Gouriéroux, Christian ; Jasiak, Joann |
Publisher: |
Princeton, NJ [u.a.] : Princeton Univ. Press |
Subject: | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Theorie | Theory | USA | United States | Finanzmathematik | Kreditmarkt | Mathematisches Modell |
Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
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Financial econometrics : problems, models, and methods
Gouriéroux, Christian, (2002)
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Analysis of financial time series
Tsay, Ruey S., (2005)
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Principles of financial economics
LeRoy, Stephen F., (2001)
- More ...
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Filtering and Prediction in Noncausal Processes
Gouriéroux, Christian, (2014)
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Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives
Gouriéroux, Christian, (2013)
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Stochastic volatility duration models
Ghysels, Eric, (2004)
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