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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...

2
by Francq, Christian, Zakoian, Jean-Michel
Published 2019
John Wiley & Sons
...Modèles GARCH....

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...

4
Published 1997
Deutscher Universitätsverlag
Table of Contents: ... Prognoseergebnissen -- B Formale Ableitungen -- B.1 Herleitung der Bewertungsgleichung des Faktor-GARCH-Modells. -- B...

5
Published 2005
Springer Berlin Heidelberg

6
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...

7
Published 1999
Springer Netherlands
... Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry...

8
Published 2009
Springer Berlin Heidelberg

9
Published 2010
Springer Berlin Heidelberg
.... The papers were presented at the Fourth Joint HLRB and KONWIHR Review and - sult Workshop in Garching on 8th...

10
Published 2015
Woodhead Publishing, an imprint of Elsevier

11
by Old, Oliver
Published 2022
Springer Fachmedien Wiesbaden
Table of Contents: ...Introduction -- Financial time series -- Smoothing long term volatility -- 4 Free-knot spline-GARCH...

12
Published 1996
Springer Berlin Heidelberg
Table of Contents: ... systematic search for supersoft X-ray sources in the ROSAT all-sky survey -- A search for optical...

14
Published 2003
Springer Berlin Heidelberg
Table of Contents: ... of the Universe: Cosmological Parameters 2002 -- Cosmological Constant Problems and Their Solutions -- Searches...

15
by Paolella, Marc S.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: .... Univariate GARCH modeling ; Risk prediction and portfolio optimization ; Multivariate t distributions...

17
by Deb, Parha
Published 1999
International Monetary Fund
...This paper develops a bivariate GARCH model that allows for time-varying conditional correlations...

18
Published 1994
Springer Netherlands
... at the Max-Planck-Institut for Astrophysics in Garching in March, 1993. Its reviews and contributions give...

19
Published 1993
Springer London
Table of Contents: ... Verification of Concurrent Systems with TLA -- The DECspec Project: Tools for Larch/C -- Formal Verification...

20
Published 1809
Printed for H.M.S.O