Contributions to financial econometrics : theoretical and practical issues / edited by Michael McAleer, Les Oxley.
Tipo de material:
TextoDetalles de publicación: Oxford : Blackwell, 2002Descripción: 256 pISBN: - 140510743X
- 330.015195
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
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Libro
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Biblioteca Manuel Belgrano | 330.015195 M 48937 (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 48937 |
Incluye bibliografía
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.
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