Financial econometrics
Gourieroux, Christain
Financial econometrics problems, models, and methods - Princeton Princeton University 2005 - xi, 513p. 24cm.
9788122416978
Present value models
Econometrics
Univeriate Linear Models
Multivariate Linear models
Conditional heteroscesasticity
Dynamic factor models
Dynamic factor models
Diffusion models
Market indexes
High frequency data
330.015195 / GOU
Financial econometrics problems, models, and methods - Princeton Princeton University 2005 - xi, 513p. 24cm.
9788122416978
Present value models
Econometrics
Univeriate Linear Models
Multivariate Linear models
Conditional heteroscesasticity
Dynamic factor models
Dynamic factor models
Diffusion models
Market indexes
High frequency data
330.015195 / GOU