GARCH models of volatility

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of statistics ; Vol. 14: Statistical methods in finance
1. Verfasser:	Palm, Franz C. (VerfasserIn)
Pages:	14
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1996
Schlagworte:	Volatilität > Zeitreihenanalyse > Schätztheorie > Theorie > Aufsatz im Buch
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Titel	Jahr	Verfasser
Modeling market microstructure time series	1996	Hasbrouck, Joel
Financial applications of artificial neural networks	1996	Qi, Min
Errors-in-variables problems in financial models	1996	Maddala, Gangadharrao S.
Count data models for financial data	1996	Cameron, Adrian Colin
Financial applications of stable distributions	1996	McCulloch, J. Huston
Forecast evaluation and combination	1996	Diebold, Francis X.
Stochastic volatility	1996	Ghysels, Eric
Instrumental variables estimation of conditional beta pricing models	1996	Harvey, Campbell R.
Peso problems : their theoretical and empirical implications	1996	Evans, Martin D. D.
Testing option pricing models	1996	Bates, David S.
Applications of limited dependent variable models in finance	1996	Maddala, Gangadharrao S.
Probability distributions for financial models	1996	McDonald, James B.
Predictable components in stock returns	1996	Kaul, Gautam
Interest rate spreads as predictors of business cycles	1996	Lahiri, Kajal
GARCH models of volatility	1996	Palm, Franz C.
Modeling the term structure	1996	Pagan, Adrian R.
Econometric evaluation of asset pricing models	1996	Ferson, Wayne E.
Statistical methods in tests of portfolio efficiency : a synthesis	1996	Shanken, Jay
Bootstrap based tests in financial models	1996	Maddala, Gangadharrao S.
Principal component and factor analyses	1996	Rao, Calyampudi Radhakrishna