NDLTD Global ETD Search
  • Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 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.

Search results

Showing 1 to 1 of 1 (0.107 seconds)

Spelling suggestions: "subject:"ariable correlation GARCH model"" "subject:"aariable correlation GARCH model""

1

Essays on autoregressive conditional heteroskedasticity

Silvennoinen, Annastiina January 2006 (has links)
Diss. Stockholm : Handelshögskolan, 2006 S. 1-9: introduction, s. 11-170: 5 research papers
Financial econometrics
Asymmetry
Programming
Unconditional skewness
Variable correlation GARCH model
Volatility model evaluation
Multivariate GARCH
Time series
Estimation
Nonlinearity
Economics
Nationalekonomi

Page generated in 0.1102 seconds