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  • Generalized autoregressive conditional heteroskedasticity.rar

    本附件包括:
    • Generalized autoregressive conditional heteroskedasticity.pdf
  • 675.65 KB
  • 2014-6-4
  • 222580.rar
       ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文

    本附件包括:
    • Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.pdf
    • Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
    • Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics.pdf
    • Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice.pdf
    • Robert Engle_The Econometrics of Ultra-High-Frequency Data.pdf
  • 2.31 MB
  • 2008-6-25
  • 84733.rar
       重磅出击--Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括:
    • 21 Bollerslev-1986-Generalized Autoregressive Conditional Herteroskedasticity.pdf
    • 19 Andersen, Bollerslev, Diebold and Ebens-2001-The distribution of realized stock return volatility.pdf
    • 20 Baillie, Bollerslev and Mikkelsen-1996-Fractionally integrated generalized autoregressive conditional heteroskedasticity.pdf
  • 3.2 MB
  • 2007-1-15
  • 38035.rar
       求文章,谢了!!

    本附件包括:
    • Generalized autoregressive conditional heteroskedasticity1986.pdf
  • 675.64 KB
  • 2006-1-21
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