Handbook of Volatility Models and Their Applications

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

Mathematics Subject Classification ID

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