HEAVY and Realized (E)GARCH models

Name: HEAVY and Realized (E)GARCH models
Brand: GlobeEdit
SKU: 2b9368f52ff438e17554e6d9abd8248f

1/1

Prices from

40.00

Description

HEAVY and Realized (E)GARCH models

Compare webshops (2)

Sponsored links · Some shops pay us a fee

Sort by:

£ 40.00

Description (0)

HEAVY and Realized (E)GARCH models

Brand	GlobeEdit
EAN	9783639678680

GARCH Models: Structure, Statistical Inference and Financial Applications

Vieweg+Teubner Verlag

Bootstrapping Stationary ARMA-GARCH Models

Stochastic Volatility and Realized Models

Forecasting VaR and Expected Shortfall Using LM-GARCH Models in the R