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Financial econometrics
Financial Econometrics Lecture Notes
Advanced Financial Econometrics
An Introduction to Financial Econometrics
Two Pillars of Asset Pricing †
Financial Econometrics Value at Risk
On the Autoregressive Conditional Heteroskedasticity Models
What We Have Learnt from Financial Econometrics Modeling?
The Financial Econometrics PROJECT
Econometric Analysis of International Financial Markets
ARCH/GARCH Models in Applied Financial Econometrics
The Elements of Financial Econometrics
Basic Financial Econometrics
ECON 424/AMATH 462: Computational Finance and Financial Econometrics Course Description
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
Financial Econometrics and Volatility Models Univariate GARCH Models
ROBERT F. ENGLE New York University • Volatility and Risk
The Financial Econometrics of Price Discovery and Predictability
Financial Econometrics Fall 2002 B30.3352 Tuesday: 10:00–12:50 Pm KMC 5-75 Tel: 212 998-0710 Fax: 212 995-4220 Email:
[email protected]
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Financial Econometrics Notes
Economics 40357 University of Notre Dame Financial Econometrics Fall 2020
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Also by Greg N
Sir Clive W.J. Granger Memorial Special Issue on Econometrics Long Memory and Fractional Differencing: Revisiting Clive W
00 Prelims Volatility 1.Indd
Sir Clive W.J. Granger Memorial Special Issue on Econometrics Sir Clive W.J
The Nobel Memorial Prize for Robert F. Engle
Financial Risk Measurement for Financial Risk Management∗
Optimality of the Riskmetrics Var Model*
A Comparison of GARCH Type Model Performances When Forecasting Var
Financial Econometrics: Past Developments and Future Challenges
Professor Sir Clive W.J. Granger and Cointegration
CV-Robert ENGLE.Pdf
Applied Financial Econometrics Slides Rolf Tschernig — Florian Brezina University of Regensburg Version: 18 July 20121
The Nobel Memorial Prize for Robert F. Engle
The Nobel Memorial Prize for Clive W. J. Granger
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
CLIVE GRANGER Clive William John Granger 1934–2009
Financial and Econometric Models for Credit Risk Management
Financial Econometrics Lecture 4: Extending GARCH Models and Stochastic Volatility Models
The Example of the Efficient Market Hypothesis. Franck Jovanovic
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Finance and Insurance (FINA) 1 Finance and Insurance (FINA)
Fractional Cointegration, Nonlinearities and Asynchronicities
FIN 657 Syllabus Financial Econometrics for Risk Modeling
What We Have Learnt from Financial Econometrics Modeling?
Financial Econometrics Lecture 5: Modelling Volatility and Correlation
Econometric Modeling of Risk Measures: a Selective Review of the Recent Literature∗†
Department of Economics Duke University Phone: +1 (919) 660
Concentration in Financial Economics and Econometrics