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1
by Croissant, Yves, Millo, Giovanni
Published 2019
John Wiley & Sons
Table of Contents: “...The Error Component Model -- Advanced Error Components Models -- Tests on Error Component Models...”
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2
by Guidolin, Massimo, Pedio, Manuela
Published 2018
Academic Press, an imprint of Elsevier
Table of Contents: “... Models; 5.3 Advanced Univariate Volatility Modeling; 5.4 Testing for ARCH; 5.5 Forecasting With GARCH...”
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3
by Carlberg, Conrad George
Published 2016
Que
Subjects: “...Econometric models / fast...”
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4
by Wei, William W. S.
Published 2019
John Wiley & Sons
Subjects: “...Econometric models / fast...”