Contributions to financial econometrics : theoretical and practical issues /

Bibliographic Details
Other Authors: McAleer, Michael (ed.), Oxley, Les, ed
Format: Book
Language:English
Published: Oxford : Blackwell, 2002
Subjects:

MARC

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245 0 0 |a Contributions to financial econometrics :   |b theoretical and practical issues /  |c edited by Michael McAleer, Les Oxley. 
260 |a Oxford :  |b Blackwell,  |c 2002 
300 |a 256 p. 
504 |a Incluye bibliografía 
505 0 |a 1. The econometrics of financial time series / Michael McAleer and Les Oxley -- 2. Recent theoretical results for time series models with GARCH errors / W. K. Li, Shiqing Ling and Michael McAleer -- 3. Bootstrapping financial time series / Esther Ruiz and Lorenzo Pascual -- 4. Measures of fit for rational expectations models / Tom Engsted -- 5. Some recent developments in futures hedging / Donald Lien and Y. K. Tse -- 6. Asset pricing with observable stochastic discount factors / Peter Smith and Michael Wickens -- 7. G@RCH 2.2: an ox package for estimating and forecasting various ARCH models / Sébastien Laurent and Jean-Phillippe Peters. 
650 4 |a ECONOMETRIA  |9 86 
650 4 |a ANALISIS DE SERIES TEMPORALES  |9 438 
650 |a MODELOS MATEMATICOS  
650 |a MODELO ESTOCASTICO  
650 |a MODELOS ECONOMETRICOS 
700 1 |a McAleer, Michael,  |9 19019  |e ed. 
700 |a Oxley, Les, ed. 
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