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garches » arches, garces, larches

4
Published 1994
Springer Netherlands
... at the Max-Planck-Institut for Astrophysics in Garching in March, 1993. Its reviews and contributions give...

5
by Szylar, Christian
Published 2013
Wiley
Table of Contents: ... Brownian Motion Process; 3.8 GARCH; 3.9 Estimator Using the Highest and Lowest...

6
Published 2022
Springer International Publishing
Table of Contents: ... Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH -- Predicting Energy...

7
Published 2000
Springer Berlin Heidelberg
Table of Contents: ... Price Jumps into Portfolio Selection -- A Multivariate GARCH-M Model for Exchange Rates in the US...

8
Published 2018
Edward Elgar Pub., Inc.
Table of Contents: ... Multivariate Latent Factor ARCH Model', Journal of Applied Econometrics, 4 (1), January-March, 1-21 -- 31. Tim...

9
Published 2017
Springer International Publishing
Table of Contents: ... switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory...

10
by Mills, Terence C.
Published 2016
Edward Elgar Publishing Limited
Table of Contents: ... Anything Beat a GARCH(1,1)?, Journal of Applied Econometrics, 20, 873-889. -- ANDERSEN, Torben G., Tim...

11
Published 2002
Physica
Table of Contents: ... -- Looking for the Pattern of GARCH Type Models in Polish Stock Returns. Comparison with Indices of the EU...

12
Published 1989
Springer Netherlands
... independently in three places, at Istanbul, Garching and Amster­ dam; when we became aware of each other's ideas...

13
by Hauptmanns, Ulrich, Werner, Wolfgang
Published 1991
Springer Berlin Heidelberg
... are due to the Springer-Verlag for the careful editing and production of the book. Kaln, Garching Ulrich...

14
Published 1989
Springer Netherlands
... Second edition the ESO-CERN Symposium moved to Garching bei Miinchen, where ESO headquarters are located...

15
by Diebold, Francis X.
Published 2012
Edward Elgar Pub. Ltd
... with Skewed, Fat-Tailed Risks', Journal of Financial Economics, 79 (3), March, 569-614 -- James D. Hamilton...