The following pages link to Handbook of Financial Time Series (Q3646946):
Displaying 44 items.
- An Introduction to Univariate GARCH Models (Q3646947) (← links)
- Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes (Q3646948) (← links)
- ARCH(∞) Models and Long Memory Properties (Q3646949) (← links)
- A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- Semiparametric and Nonparametric ARCH Modeling (Q3646952) (← links)
- Varying Coefficient GARCH Models (Q3646953) (← links)
- Extreme Value Theory for GARCH Processes (Q3646954) (← links)
- Multivariate GARCH Models (Q3646955) (← links)
- Stochastic Volatility: Origins and Overview (Q3646956) (← links)
- Probabilistic Properties of Stochastic Volatility Models (Q3646957) (← links)
- Moment–Based Estimation of Stochastic Volatility Models (Q3646958) (← links)
- Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility (Q3646959) (← links)
- Stochastic Volatility Models with Long Memory (Q3646960) (← links)
- Extremes of Stochastic Volatility Models (Q3646961) (← links)
- Multivariate Stochastic Volatility (Q3646962) (← links)
- An Overview of Asset–Price Models (Q3646963) (← links)
- Ornstein–Uhlenbeck Processes and Extensions (Q3646964) (← links)
- Jump–Type Lévy Processes (Q3646965) (← links)
- Lévy–Driven Continuous–Time ARMA Processes (Q3646966) (← links)
- Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967) (← links)
- Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (Q3646968) (← links)
- Parametric Inference for Discretely Sampled Stochastic Differential Equations (Q3646969) (← links)
- Realized Volatility (Q3646971) (← links)
- Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (Q3646972) (← links)
- Option Pricing (Q3646973) (← links)
- An Overview of Interest Rate Theory (Q3646974) (← links)
- Extremes of Continuous–Time Processes. (Q3646975) (← links)
- Cointegration: Overview and Development (Q3646976) (← links)
- Time Series with Roots on or Near the Unit Circle (Q3646977) (← links)
- Fractional Cointegration (Q3646978) (← links)
- Different Kinds of Risk (Q3646979) (← links)
- Value–at–Risk Models (Q3646980) (← links)
- Copula–Based Models for Financial Time Series (Q3646981) (← links)
- Credit Risk Modeling (Q3646982) (← links)
- Evaluating Volatility and Correlation Forecasts (Q3646983) (← links)
- Structural Breaks in Financial Time Series (Q3646984) (← links)
- An Introduction to Regime Switching Time Series Models (Q3646985) (← links)
- Model Selection (Q3646986) (← links)
- Nonparametric Modeling in Financial Time Series (Q3646987) (← links)
- Modelling Financial High Frequency Data Using Point Processes (Q3646988) (← links)
- Resampling and Subsampling for Financial Time Series (Q3646989) (← links)
- Markov Chain Monte Carlo (Q3646990) (← links)
- Particle Filtering (Q3646991) (← links)