Recent Developments in Modeling Volatility in Financial Data.
Year of publication: |
1991
|
---|---|
Authors: | Nijman, T.E. ; Palm, F.C. |
Institutions: | CentER for Economic Research, Universiteit van Tilburg |
Subject: | econometrics | economic models | risk | securities |
-
Artus, P., (1992)
-
Les deformations de la structure des taux et la couverture du risque de taux d'interet.
Artus, P., (1992)
-
Stable Modeling of Value at Risk.
Khindanova, I.N., (2000)
- More ...
-
Premia in Forward Foreign Exchange as Unobserved Components.
Nijman, T.E., (1991)
-
Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, T.E., (1990)
-
Linear regression using both temporally aggregated and temporally disaggregated data
Palm, F.C., (1982)
- More ...