Handbook of Volatility Models and Their Applications
From MaRDI portal
Publication:5388714
DOI10.1002/9781118272039zbMath1325.62003MaRDI QIDQ5388714
Christian M. Hafner, Sébastien Laurent, Luc Bauwens
Publication date: 19 April 2012
Full work available at URL: https://doi.org/10.1002/9781118272039
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62-06: Proceedings, conferences, collections, etc. pertaining to statistics
91B84: Economic time series analysis
91-06: Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance