Gourieroux, Christain <br/><br/>
Financial econometrics  problems, models, and methods 

 - Princeton  Princeton University  2005 
 - xi, 513p.  24cm. 
<br/><br/><label>ISBN: </label>9788122416978 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Present value models<br/>Econometrics<br/>Univeriate Linear Models<br/>Multivariate Linear models<br/>Conditional heteroscesasticity<br/>Dynamic factor models<br/>Dynamic factor models<br/>Diffusion models<br/>Market indexes<br/>High frequency data
<br/><br/><label>Dewey Class. No.: </label>330.015195  / GOU