Financial econometrics. From basics to advanced modeling techniques. (Q3433875)
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scientific article; zbMATH DE number 5145314
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial econometrics. From basics to advanced modeling techniques. |
scientific article; zbMATH DE number 5145314 |
Statements
20 April 2007
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univariate time series analysis
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ARCH models
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VAR models
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cointegration
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state space models
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robust estimation
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factor analysis
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principal components
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heavy-tailed distributions
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0.84507155418396
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0.8398022651672363
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0.8362786173820496
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