NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"aquation dde forma finales"" "subject:"aquation dde forma finalement""

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Problems in time series and financial econometrics : linear methods for VARMA modelling, multivariate volatility analysis, causality and value-at-risk

Pelletier, Denis January 2004 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
Équation de forme finale
Critère d'information
Représentation faible
Co-efficients d'impulsion
Corrélation dynamique
Chaîne de Markov
Causalité indirecte
Autorégression vectorielle
GARCH
Évaluation de modèle de risque

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