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product_txtF_mv:"Emerald Business, Management and Economics eBook Collection Archive"
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1
Econometric analysis of financial and economic time series
by
Fomby, Thomas B.
Published 2006
Emerald
Table of Contents:
“
...A multivariate heavy-tailed distribution for
ARCH
/
GARCH
residuals / Dimitris N. Politis -- A...
”
Call Number:
HB139
Read Now
2
Bayesian econometrics
by
Chib, Siddhartha
Published 2009
Emerald
Table of Contents:
“
... on the parameters of
ARCH
and
GARCH
models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection...
”
Call Number:
HB139
Read Now
3
Maximum likelihood estimation of misspecified models : twenty years later
by
Fomby, Thomas B.
Published 2003
Elsevier/JAI
Table of Contents:
“
... -- An examination of the sign and volatility switching
arch
models under alternative distributional assumptions...
”
Call Number:
HB139
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Collection: Emerald Business, Management and Economics eBook Collection Archive
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330 - Economics
3
Language
English
3
Collection
Emerald Business, Management and Economics eBook Collection Archive
Author
Fomby, Thomas B.
2
Chib, Siddhartha
1
Griffiths, William
1
Hill, R. Carter
1
Terrell, Dek
1
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