標(biāo)題: Titlebook: ARCH Models and Financial Applications; Christian Gouriéroux Book 1997 Springer Science+Business Media New York 1997 GARCH.Stochastic Diff [打印本頁] 作者: broach 時(shí)間: 2025-3-21 16:18
書目名稱ARCH Models and Financial Applications影響因子(影響力)
書目名稱ARCH Models and Financial Applications影響因子(影響力)學(xué)科排名
書目名稱ARCH Models and Financial Applications網(wǎng)絡(luò)公開度
書目名稱ARCH Models and Financial Applications網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱ARCH Models and Financial Applications被引頻次
書目名稱ARCH Models and Financial Applications被引頻次學(xué)科排名
書目名稱ARCH Models and Financial Applications年度引用
書目名稱ARCH Models and Financial Applications年度引用學(xué)科排名
書目名稱ARCH Models and Financial Applications讀者反饋
書目名稱ARCH Models and Financial Applications讀者反饋學(xué)科排名
作者: Armory 時(shí)間: 2025-3-21 23:39 作者: ablate 時(shí)間: 2025-3-22 03:05 作者: countenance 時(shí)間: 2025-3-22 04:44
https://doi.org/10.1007/978-3-662-02260-3egressive model of order one with heteroscedastic errors. This simple example allows us to study in detail the existence conditions of the process and to discuss its main properties. We then discuss the different possible extensions of the basic model and show how the results derived for a simple case may be generalized.作者: 反省 時(shí)間: 2025-3-22 10:52
Arbeiterschutz und Rationalisierung, 5), the random walk hypothesis tests (section 3) and the interpretation of ARCH models as discrete approximations of continuous time models (section 2). We emphasize the particular importance of these different questions in financial econometrics.作者: Melanocytes 時(shí)間: 2025-3-22 15:51
,Bedürfnis-ABC von Patienten-Kunden,roducing underlying series, observable or not, that explain this common evolution or identifying approximated relations satisfied by the series. The first approach leads to factor models similar to the ones introduced in chapter 6, and the second approach leads to techniques like cointegration and codependence.作者: 太空 時(shí)間: 2025-3-22 19:04 作者: 來這真柔軟 時(shí)間: 2025-3-22 22:34
978-1-4612-7314-1Springer Science+Business Media New York 1997作者: Vasodilation 時(shí)間: 2025-3-23 05:02 作者: Crohns-disease 時(shí)間: 2025-3-23 09:08
Arbeiterliteratur in der Weimarer Zeit,ities that are present in explosive or cyclical components (see the evolution of unemployment in Fig 2.1 or comovements of different series (see Fig2.2 which displays the behavior of short and long term interest rates, where the two series have approximately the same trend and differ from one anothe作者: Concrete 時(shí)間: 2025-3-23 10:43
https://doi.org/10.1007/978-3-662-02260-3egressive model of order one with heteroscedastic errors. This simple example allows us to study in detail the existence conditions of the process and to discuss its main properties. We then discuss the different possible extensions of the basic model and show how the results derived for a simple ca作者: 食料 時(shí)間: 2025-3-23 16:40
Waffenschmidt,H. Gerbis,H. Eibeles of the pseudo maximum likelihood method [hereafter referred to as PML]. In the particular case of ARCH models, the asymptotic precisions of the estimators have a closed form representation. We then compare the PML estimators to some two step least squares estimators and show that the latter ones,作者: chemical-peel 時(shí)間: 2025-3-23 20:53
Arbeiterschutz und Rationalisierung, 5), the random walk hypothesis tests (section 3) and the interpretation of ARCH models as discrete approximations of continuous time models (section 2). We emphasize the particular importance of these different questions in financial econometrics.作者: 致敬 時(shí)間: 2025-3-23 23:33 作者: atopic-rhinitis 時(shí)間: 2025-3-24 05:13
Horst Ueberhorst,Gerhard Hauk,Eike StillerIn chapter 3, we studied univariate processes.satisfying GARCH ., . representations. The conditional expectations and variances were defined by作者: Rebate 時(shí)間: 2025-3-24 09:27
https://doi.org/10.1007/978-3-322-89405-2Among the major applications of ARCH models is the estimation of volatility evolving in time. This estimation allows one to compare portfolios or to build them with desired properties, for instance, those that maximize the expected utility of their return or allow one to hedge several sources of risk.作者: Amylase 時(shí)間: 2025-3-24 13:13
,Expertise und überzeugungskraft,The Capital Asset Pricing Model (CAPM) is obtained by adding to the optimal behavior of the asset demanders an equilibrium condition on supply and demand. This model was derived independently by Sharpe (1964), Lintner (1965) and Mossin (1966).作者: 吼叫 時(shí)間: 2025-3-24 18:54 作者: 轉(zhuǎn)折點(diǎn) 時(shí)間: 2025-3-24 20:33
Front Matterne. A given man’s grasp of it at any stage of life is precari- ous to say the least, and most men appear to feel a constant need to assert, defend, apply, and uphold it. As the great historian of masculin- ity Michael Kimmel puts it, from the start of the nineteenth century at least, men have expend作者: Esalate 時(shí)間: 2025-3-25 02:36 作者: FILTH 時(shí)間: 2025-3-25 07:15
Linear and Nonlinear Processes,attered Irish officers not only across partitioned Ireland, but also to Britain and the overseas empire. The prominent role taken by Irish officers in the government of Northern Ireland is discussed, as are the prospects facing ex-officers in the Irish Free State. The question of how prominent forme作者: canonical 時(shí)間: 2025-3-25 11:30 作者: 指數(shù) 時(shí)間: 2025-3-25 15:39 作者: 陳舊 時(shí)間: 2025-3-25 19:03
Some Applications of Univariate ARCH Models,ountries’ political, as well as literary, histories.ContribuThis book explores the perception of modern Greek landscape and poetry in the writings of Seamus Heaney and Derek Mahon. Delving into travel writing, ecocriticism, translation and allusion, it offers a fresh comparative link between Greek m作者: Deject 時(shí)間: 2025-3-25 20:13 作者: Ingratiate 時(shí)間: 2025-3-26 02:59 作者: 以煙熏消毒 時(shí)間: 2025-3-26 08:03 作者: tendinitis 時(shí)間: 2025-3-26 11:50
Equilibrium Models,o of the Irish Literary Theatre. His essay called in question any simple identification of the 1990s Abbey with the starting-out National Theatre Society, highlighting elements of continuity but also of marked difference. Any attempt to spot ‘trends’ at a given moment in theatrical history must nece作者: 改正 時(shí)間: 2025-3-26 13:31
Back Matterappeared before various tribunals and, particularly in the eighteenth century, become more visible as denunciators, witnesses and even interpreters. The Irish females who appear in the Inquisition records, like their male counterparts, were members of small migrant groups, with high levels of social作者: Expurgate 時(shí)間: 2025-3-26 19:56
Front Matterial battle could be fought. The Gothic genre has been concerned with masculinity since its inception. Horace Walpole’s . (1764) begins with an enormous helmet crushing delicate, weakly Conrad, a poor excuse for a man, as if to warn against alternatives to hegemonic masculinity, and ends with Alphons作者: Priapism 時(shí)間: 2025-3-27 00:37 作者: thrombosis 時(shí)間: 2025-3-27 04:26 作者: Subdue 時(shí)間: 2025-3-27 09:09 作者: 極微小 時(shí)間: 2025-3-27 09:46
Estimation and Tests,; some seemingly more ‘personal’ lyrics involving a character called Mum; and other more surreal poems where the actual subject matter is sometimes obscure. With its centripetal focus upon one of Irish history’s hate-figures (Cromwell’s colonizing campaign was particularly brutal and desecrative), K作者: ticlopidine 時(shí)間: 2025-3-27 13:40
Some Applications of Univariate ARCH Models,s George Seferis’ original texts with their creative rendition in the writings of the Irish poets.?The book will appeal to readers of poetry as well as those interested in the interactions between Ireland and Greece, two countries at the extreme points of Europe, in times of crisis..978-3-319-86338-2978-3-319-58169-9作者: 反省 時(shí)間: 2025-3-27 18:32
Multivariate ARCH Models,ake up work in the world, and as professional careers for women outside the convent increased, the distinctive appeal of the religious life faded. In Africa, which offers fewer secular opportunities for women, convents continue to recruit, but the precipitous decline of Irish vocations has accelerat作者: 仲裁者 時(shí)間: 2025-3-28 01:54 作者: 使閉塞 時(shí)間: 2025-3-28 02:11 作者: 預(yù)定 時(shí)間: 2025-3-28 09:22 作者: HILAR 時(shí)間: 2025-3-28 12:02 作者: MAIM 時(shí)間: 2025-3-28 16:51 作者: bacteria 時(shí)間: 2025-3-28 22:19
Arbeiterliteratur in der Weimarer Zeit,s essentially a linear setup, which automatically restricts the type of dynamics to be approximated; 2) it is generally applied without imposing a priori constraints on the autoregressive and moving average parameters, which is inadequate for structural interpretations.作者: Musculoskeletal 時(shí)間: 2025-3-28 23:13 作者: Pert敏捷 時(shí)間: 2025-3-29 04:53
https://doi.org/10.1007/978-3-662-63297-0Werkstoffe Chemie; Prozesse Chemie Werkstoffe; Chemieprozesse Werkstoffe; Glas Herstellung; Kunststoff H
