TY  - GEN
AU  - Gourieroux, Christain
AU  - Jasiak, Joann
TI  - Financial econometrics: problems, models, and methods
SN  - 9788122416978
U1  - 330.015195 
PY  - 2005///
CY  - Princeton
PB  - Princeton University
KW  - Present value models
KW  - Econometrics
KW  - Univeriate Linear Models
KW  - Multivariate Linear models
KW  - Conditional heteroscesasticity
KW  - Dynamic factor models
KW  - Diffusion models
KW  - Market indexes
KW  - High frequency data
ER  -