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1
by Shimizu, Kenichi
Published 2010
Vieweg+Teubner Verlag
Table of Contents: “...Bootstrap Does not Always Work -- Parametric AR(p)-ARCH(q) Models -- Parametric ARMA(p, q)- GARCH(r...”
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2
Published 2005
Springer Berlin Heidelberg
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3
by Ardia, David
Published 2008
Springer Berlin Heidelberg
Table of Contents: “...Bayesian Statistics and MCMC Methods -- Bayesian Estimation of the GARCH(1, 1) Model with Normal...”
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4
Published 2009
Springer Berlin Heidelberg
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5
Published 2010
Springer Berlin Heidelberg
“.... The papers were presented at the Fourth Joint HLRB and KONWIHR Review and - sult Workshop in Garching on 8th...”
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6
by Old, Oliver
Published 2022
Springer Fachmedien Wiesbaden
Table of Contents: “...Introduction -- Financial time series -- Smoothing long term volatility -- 4 Free-knot spline-GARCH...”
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10
Published 2006
Springer Berlin Heidelberg
“... in Garching in 2004, the first meeting devoted entirely to Extra-galactic Planetary Nebulae. A wide range...”
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13
Published 2016
Springer Berlin Heidelberg
“...-Theoretic Concepts in Computer Science, WG 2015, held in Garching, Germany, in June 2015. The 32 papers...”
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17
Published 2009
Springer Berlin Heidelberg
Table of Contents: “...Recent Developments in GARCH Modeling -- An Introduction to Univariate GARCH Models -- Stationarity...”
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18
by Zivot, Eric, Wang, Jiahui
Published 2006
Springer New York
Table of Contents: “... GARCH Modeling -- Long Memory Time Series Modeling -- Rolling Analysis of Time Series -- Systems...”
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19
Published 2012
Springer Berlin Heidelberg
Table of Contents: “....-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate...”
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20
by Deistler, Manfred, Scherrer, Wolfgang
Published 2022
Springer International Publishing
Table of Contents: “... Models with Exogenous Variables -- 9 Granger Causality -- 10 Dynamic Factor Models -- 10 ARCH and GARCH...”