Handbook of Volatility Models and Their Applications

DOI10.1002/9781118272039zbMath1325.62003OpenAlexW2477640894MaRDI QIDQ5388714

Christian M. Hafner, Sébastien Laurent, Luc Bauwens

Publication date: 19 April 2012

Full work available at URL: https://doi.org/10.1002/9781118272039

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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