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1Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
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3by Fabozzi, Frank J.Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2014
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4Table of Contents: “…Modeling Volatility: ARCH-GARCH Models --…”
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5by Ruttiens, Alain (Alain H.)Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2013
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6Published 2015Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
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7Published 2019Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
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8by Miller, Michael B. (Michael Bernard), 1973-Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2014
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9by Sinclair, Euan, 1969-Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2020
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10by Klemelä, Jussi, 1965-Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2018
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12by Congdon, P.Table of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2014
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13by Szylar, ChristianTable of Contents: Connect to this title online (unlimited simultaneous users allowed; 325 uses per year)
Published 2014
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14Published 1996Government Document Conference Proceeding Book
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15Table of Contents: “…Chapter 1 Knowledge Management -- Chapter 2 Data Sets -- Chapter 3 Basic Forecasting ToolsChapter 3 Basic Forecasting Tools -- Chapter 4 Multiple Regression -- Chapter 5 Regression Tree Models -- Chapter 6 Autoregressive Models -- Chapter 7 GARCH Models -- Chapter 8 Comparison of Models.…”
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16Table of Contents: “…Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines.…”
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17by Gourieroux, Christian, 1949-Table of Contents: “…Half-Title; Title; Copyright; Contents; Detailed contents; List of illustrations; Preface; Acknowledgements; 1 Stochastic processes and financial time series; 2 Unit roots, cointegration and other comovements in time series; 3 Time-varying volatility models -- GARCH and stochastic volatility; 4 Shock persistence and impulse response analysis; 5 Modelling regime shifts; 6 Present value models and tests for rationality and market efficiency; 7 State space models and the Kalman .lter; 8 Frequency domain analysis of time series; 9 Research tools and sources of information; Subject index.…”
Published 2001
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18by Klotz, Leidy, 1978-Table of Contents: “…Floating Jabulanis and the River of Grass-Overlooked System Elements "Remember Istanbul" and the Cross Bronx Expressway-Physical Flows ; Smoking Managers and Electric-Bill Peer Pressure-Information Flows ; Porto/Chelsea and a Russian "Oil" garch-Stocks.…”
Published 2016
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19Published 2017Table of Contents: “…Complex and Nonlinear Analysis of Heart Rate Variability in the Assessment of Fetal and Neonatal Wellbeing -- 17. ARFIMA-GARCH Modelling of HRV: Clinical Application in Acute Brain Injury -- 18. …”
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