Financial Econometrics (Q5504260)
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scientific article; zbMATH DE number 5495990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Econometrics |
scientific article; zbMATH DE number 5495990 |
Statements
Financial Econometrics (English)
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22 January 2009
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time series
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financial data
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time-varying volatility
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stochastic volatility
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GARCH process
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Markov chain
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frequency domain analysis
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limited dependent variables
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panel data analysis
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