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