scientific article; zbMATH DE number 1987697
From MaRDI portal
zbMath1028.62083MaRDI QIDQ4429917
Christian Gouriéroux, Joanna Jasiak
Publication date: 1 October 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ARCH modelsfinancial marketsextreme risksmethod of momentsfactor modelsdiffusion modelsstochastic volatility modelseconometricsAR(1) processespresent value modelsmarket indexesVARMA representations
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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