Econometric analysis of financial and economic time series. Part A /

The papers in this volume focus on volatility models and are organized by multivariate, high frequency and univariate types.

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Bibliographic Details
Other Authors: Terrell, Dek, Fomby, Thomas B.
Format: Electronic eBook
Language:English
Published: Amsterdam ; Oxford : Elsevier JAI, 2006.
Series:Advances in econometrics ; v. 20.
Subjects:
Online Access:CONNECT