MARC 닫기
00556nam ac200205 k 4500
000003821183
20220101120000
ta
030526s2002 ulk 000 eng
▼a 123456
▼c 123456
▼d 211070
▼l WM3075
▼v 1
▼l WM3076
▼v 2
▼l WM3077
▼v 3
▼l WM3078
▼v 4
▼a HG176.5
▼a HG176.5
▼b H251
▼c 1-4
▼a Hansol
▼a ARCH Processes.
▼n 1-4/
▼d Hansol
▼a Seoul:
▼b Hansol,
▼c 2002.
▼a p.:
▼b 삽도;
▼c cm.
▼a The Modern Theory of Corporate Finance, 11
▼a ARCH
▼a PROCESSES
▼b US$232
▼a 단행본
1. Risk, Time varying second moments and market efficiency
2. Bivariate GARCH estimation of the optimal commodity futures hedge
3. Prediction in Dynamic models with time - dependent conditional variances
4. Multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
5. Bayesian inference on GARCH models using the Gibbs sampler
6. ARCH models : properties, estimation and testing
7. ARCH and bilinearity as competing models for nonlinear dependence
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