Pages that link to "Item:Q1841086"
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The following pages link to Financial econometrics: Past developments and future challenges (Q1841086):
Displayed 9 items.
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771) (← links)
- Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029) (← links)
- A mean reverting process for pricing treasury bills and futures contracts (Q4299530) (← links)
- A multidimensional framework for financial-economic decisions (Q4422608) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)