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 -