Search alternatives:
garches » garces, larches, searches, marches, garckes, darches, garcher, gsearches
garche » marche, garcke, darche
garch » march
marches » marche, marcher, msearches
larche » larcher, marche, larch
searcher » searchers, searches, searched
arches » archer, searches
Cover Image
Read Now

1
by Francq, Christian, Zakoian, Jean-Michel
Published 2010
John Wiley and Sons
Table of Contents: “... ARCH Models by Least Squares; 7 Estimating GARCH Models by Quasi-Maximum Likelihood; 8 Tests Based...”
Cover Image
Read Now

2
by Francq, Christian, Zakoian, Jean-Michel
Published 2019
John Wiley & Sons
“...Modèles GARCH....”
Cover Image
Read Now

3
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...”
Cover Image
Read Now

4
Published 1997
Deutscher Universitätsverlag
Table of Contents: “... Prognoseergebnissen -- B Formale Ableitungen -- B.1 Herleitung der Bewertungsgleichung des Faktor-GARCH-Modells. -- B...”
Cover Image
Read Now

5
Published 1999
Springer Netherlands
“... Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry...”
Cover Image
Read Now

6
Published 2005
Springer Berlin Heidelberg
Cover Image
Read Now

7
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...”
Cover Image
Read Now

8
Published 2010
Springer Berlin Heidelberg
“.... The papers were presented at the Fourth Joint HLRB and KONWIHR Review and - sult Workshop in Garching on 8th...”
Cover Image
Read Now

9
Published 2009
Springer Berlin Heidelberg
Cover Image
Read Now

10
by Old, Oliver
Published 2022
Springer Fachmedien Wiesbaden
Table of Contents: “...Introduction -- Financial time series -- Smoothing long term volatility -- 4 Free-knot spline-GARCH...”
Cover Image
Read Now

11
by Paolella, Marc S.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: “.... Univariate GARCH modeling ; Risk prediction and portfolio optimization ; Multivariate t distributions...”
Cover Image
Read Now

12
by Deb, Parha
Published 1999
International Monetary Fund
“...This paper develops a bivariate GARCH model that allows for time-varying conditional correlations...”
Cover Image
Read Now

13
Published 2015
Woodhead Publishing, an imprint of Elsevier
Cover Image
Read Now

17
Published 2001
Springer Berlin Heidelberg