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Financial Econometrics - MaRDI portal

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

    title
    Financial Econometrics (English)
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    author
    Peijie Wang
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    publication date
    22 January 2009
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.4324/9780203892879
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    Mathematics Subject Classification ID
    91-02
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    91B82
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    91B28
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    zbMATH DE Number
    5495990
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    OpenAlex ID
    W4252747530
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