Title: Contributions to financial econometrics : theoretical and practical issues
Abstract: 1. The Econometrics of Financial Time Series: Michael McAleer and Les Oxley. 2. Recent Theoretical Results for Time Series Models with GARCH Errors: W. K. Li, Shiqing Ling and Michael McAleer. 3. Bootstrapping Financial Time Series: Esther Ruiz and Lorenzo Pascual. 4. Measures of Fit for Rational Expectations Models: Tom Engsted. 5. Some Recent Developments in Futures Hedging: Donald Lien and Y. K. Tse. 6. Asset Pricing with Observable Stochastic Discount Factors: Peter Smith and Michael Wickens. 7. G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models: Sebastien Laurent and Jean--Philippe Peters.
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: book
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Cited By Count: 21
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