Kenichi Shimizu | Bootstrapping Stationary Arma-garch Models |

Bootstrapping Stationary ARMA-GARCH Models, Fachbücher von Kenichi Shimizu

Ivo Jánský | Value-at-risk Forecasting With The Arma-garch Family Of

Garch Models - Structure, Statistical Inference And Financial

Comparing The Accuracy Forecasts From Competing Garch Models An

Applications Of Asymmetric Garch Models With Conditional Distributions

Volatility Models A Comparison Between Garch And Stochastic Volatility

Emma Ran Li | Applications Of Asymmetric Garch Models With

Estimation Of Var By Employing Economic News In Garch Models Applied

Garch-stable And Dejd Model An Application To Volatility Futures 2433

Heavy And Realized (e)garch Models Bjorn Baars Taschenbuch Paperback

Forecasting Stock Returns Using A Copula-garch Model | Seung-hwan Lee

Szymon Kaminski | The Pricing Of Options On Wig20 Using Garch Models |

Arma-cigmn - A Neural Network Model For Time Series 3149

Evaluating Var (value-at-risk) With The Arch/garch Class Of Models

Kenichi Morita | Theory Of Reversible Computing | Buch | Englisch