MPG.eBooks - Search Results

1

GARCH models : structure, statistical inference and financial applications

by Francq, Christian, Zakoian, Jean-Michel
Published 2010

John Wiley and Sons

Table of Contents: “...Part III Extensions and Applications10 Asymmetries; 11 Multivariate GARCH Processes; 12 Financial...”

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2

GARCH models : structure, statistical inference and financial applications

by Francq, Christian, Zakoian, Jean-Michel
Published 2019

John Wiley & Sons

“...Modèles GARCH....”

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3

Volatilitätsprognose mit Faktor-GARCH-Modellen : Eine empirische Studie für den deutschen Aktienmarkt

Published 1997

Deutscher Universitätsverlag

Table of Contents: “... Prognoseergebnissen -- B Formale Ableitungen -- B.1 Herleitung der Bewertungsgleichung des Faktor-GARCH-Modells. -- B...”

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4

Bootstrapping Stationary ARMA-GARCH Models

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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5

Maximum Entropy and Bayesian Methods Garching, Germany 1998...

Published 1999

Springer Netherlands

“... Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry...”

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6

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

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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7

High Performance Computing in Science and Engineering, Garching 2004...

Published 2005

Springer Berlin Heidelberg

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8

High Performance Computing in Science and Engineering, Garching/Munich 2009...

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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9

High Performance Computing in Science and Engineering, Garching/Munich 2007...

Published 2009

Springer Berlin Heidelberg

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10

Assessing Transformation Products of Chemicals by Non-Target and Suspect Screening, Volume 1 : Strategies and Workflows

Published 2016

American Chemical Society

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11

Assessing Transformation Products of Chemicals by Non-Target and Suspect Screening, Volume 2 : Strategies and Workflows

Published 2016

American Chemical Society

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12

Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

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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13

Supersoft X-Ray Sources : Proceedings of the International Workshop Held in Garching, Germany, 28 February–1 March 1996

by Greiner, Jochen
Published 1996

Springer

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14

QSO Absorption Lines : Proceedings of the ESO Workshop Held at Garching, Germany, 21–24 November 1994

Published 1995

Springer Berlin Heidelberg

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15

Science with the VLT Interferometer : Proceedings of the ESO Workshop Held at Garching, Germany, 18–21 June 1996

Published 1997

Springer Berlin Heidelberg

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16

The Early Universe with the VLT : Proceedings of the ESO Workshop Held at Garching, Germany, 1–4 April 1996

Published 1997

Springer Berlin Heidelberg

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17

Extragalactic Globular Cluster Systems : Proceedings of the ESO Workshop Held in Garching, 27-30 August 2002

Published 2003

Springer Berlin Heidelberg

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18

Deep Fields : Proceedings of the ESO Workshop Held at Garching, Germany, 9-12 October 2000

Published 2001

Springer Berlin Heidelberg

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19

The Bottom of the Main Sequence — And Beyond : Proceedings of the ESO Workshop Held in Garching, Germany, 10–12 August 1994

Published 1995

Springer Berlin Heidelberg

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20

Supersoft X-Ray Sources : Proceedings of the International Workshop Held in Garching, Germany, 28 February – 1 March 1996

Published 1996

Springer Berlin Heidelberg

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