发帖
雷达卡
GARCH models—structure，statistical inference and financial applications
CONTENT
1.Classical Time Series Models and Financial Series
2.GARCH(p,q) Processes
3.Mixing
4.Temporal Aggregation and Weak GARCH Models
5.Identification
6.Estimating ARCH Models by Least Squares
7.Estimating GARCH Models by Quasi-Maximum Likelihood
8.Tests Based on the Likelihood
9.Optimal Inference and Alternatives to the QMLE
10.Asymmetries
11.Multivariate GARCH Processes
12.Financial Applications
京公网安备 11010802022788号
