ARCH models in finance

Enth. 11 Beitr

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of econometrics. Annals
Weitere Verfasser:	Engle, Robert F. (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1992
Schlagworte:	Zeitreihenanalyse > Schätztheorie > CAPM > Finanzmarkt > Börsenkurs > Theorie > Aufsatz in Zeitschrift
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Titel	Jahr	Verfasser
The econometrics of panels and pseudo panels	1993
Seasonality and econometric models	1993
ARCH models in finance	1992
The measurement and analysis of welfare	1991
Measuring cost efficiency in banking : econometric and linear programming evidence	1990	Ferrier, Gary Donald
Moment-based estimation and testing of stochastic frontier models	1990	Kopp, Raymond John
Recent developments in DEA : the mathematical programming approach to frontier analysis	1990	Seiford, Lawrence M.
Is the size distribution of income a random walk?	1990
Regression models for positive random variables	1990	McDonald, James B.
The poverty concept when prices are income-dependent	1990	Praag, Bernard M. S. van
Inequality and the standard of living	1990	Jorgenson, Dale Weldeau
Pricing foreign currency options with stochastic volatility	1990	Melino, Angelo
ARCH models as diffusion approximations	1990	Nelson, Daniel B.
Econometric methods and financial time series	1990
Deterministic parametric and nonparametric estimation of efficiency in service production : a comparison	1990	Bjurek, Hans
A Gamma-distributed stochastic frontier model	1990	Greene, William
An intervention analysis of the war on poverty : poverty's persistence and political-business cycle implications	1990	Fomby, Thomas B.
Methodological issues in the estimation of the size distribution of household wealth	1990	Wolff, Edward N.
A general functional form for approximating the Lorenz curve	1990
A random-effects logit model of work-welfare transistions	1990	Enberg, John