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Contributions to financial econometr...
~
McAleer, Michael.
Contributions to financial econometrics :theoretical and practical issues /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Contributions to financial econometrics :edited by Michael McAleer and Les Oxley.
其他題名:
theoretical and practical issues /
其他作者:
McAleer, Michael.
出版者:
Oxford :Blackwell,2002.
面頁冊數:
256 p. :ill. ;26 cm.
標題:
Econometrics.
ISBN:
9781405107433 (pbk.) :
Contributions to financial econometrics :theoretical and practical issues /
Contributions to financial econometrics :
theoretical and practical issues /edited by Michael McAleer and Les Oxley. - Oxford :Blackwell,2002. - 256 p. :ill. ;26 cm.
Includes bibliographical references and index.
Econometrics of financial time series /Michael McAleer, Les Oxley --
ISBN: 9781405107433 (pbk.) :NT$1063
Nat. Bib. No.: GBA2-79346Subjects--Topical Terms:
182271
Econometrics.
LC Class. No.: HB139 / .C67 2002
Dewey Class. No.: 330.015195
Contributions to financial econometrics :theoretical and practical issues /
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Contributions to financial econometrics :
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theoretical and practical issues /
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edited by Michael McAleer and Les Oxley.
260
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Oxford :
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Blackwell,
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2002.
300
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256 p. :
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ill. ;
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26 cm.
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Includes bibliographical references and index.
505
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Econometrics of financial time series /
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Michael McAleer, Les Oxley --
$t
Recent theoretical results for time series models with GARCH errors /
$r
W.K. Li, Shiquing Ling, Michael McAleer --
$t
Bootstrapping financial time series /
$r
Esther Ruiz, Lorenzo Pascual --
$t
Measures of fit for rational expectations models /
$r
Tom Engsted --
$t
Some recent developments in futures hedging /
$r
Donald Lien, Y.K. Tse --
$t
Asset pricing wu models /
$r
Sébastien Laurent, Jean-Philippe Peters.
650
0
$a
Econometrics.
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182271
650
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Finance
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Mathematical models.
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700
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McAleer, Michael.
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280685
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Oxley, Les.
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381169
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