Đang chuẩn bị liên kết để tải về tài liệu:
Stochastic volatility selected readings advanced texts in econometrics

ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson Advisory Editor C. W. J. Granger.Other Advanced Texts in conometrics ARCH: Selected Readings Edited by Robert F. Engle Asymptotic Theory for Integrated Processes By H. Peter Boswijk Bayesian Inference in Dynamic Econometric Models By Luc Bauwens, Michel Lubrano, and Jean-Franois Richard c Co-tegration, Error Correction, and the Econometric Analysis of Non-Stationary Data By Anindya Banerjee, Juan J. . | STOCHASTIC VOLATILITY SELECTED READINGS Advanced Texts in Econometrics i l Edited by NEIL SHEPHARD ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson Advisory Editor C. W. J. Granger Other Advanced Texts in Econometrics ARCH Selected Readings Edited by Robert F. Engle Asymptotic Theory for Integrated Processes By H. Peter Boswijk Bayesian Inference in Dynamic Econometric Models By Luc Bauwens Michel Lubrano and Jean-Francois Richard Co-integration Error Correction and the Econometric Analysis of Non-Stationary Data By Anindya Banerjee Juan J. Dolado John W. Galbraith and David Hendry Dynamic Econometrics By David F. Hendry Finite Sample Econometrics By Aman Ullah Generalized Method of Moments By Alastair Hall Likelihood-Based Inference in Cointegrated Vector Autoregressive Models By S0ren Johansen Long-Run Econometric Relationships Readings in Cointegration Edited by R. F. Engle and C. W. J. Granger Micro-Econometrics for Policy Program and Treatment Effect By Myoung-jae Lee Model ling Econometric Series Readings in Econometric Methodology Edited by C. W. J. Granger Model ling Non-Linear Economic Relationships By Clive W. J. Granger and Timo Terasvirta Model ling Seasonality Edited by S. Hylleberg Non-Stationary Times Series Analysis and Cointegration Edited by Colin P. Hargeaves Outlier Robust Analysis of Economic Time Series By Andre Lucas Philip Hans Franses and Dick van Dijk Panel Data Econometrics By Manuel Arellano Periodicity and Stochastic Trends in Economic Time Series By Philip Hans Franses Progressive Model ling Non-nested Testing and Encompassing Edited by Massimiliano Marcellino and Grayham E. Mizon Reading in Unobserved Components Edited by Andrew Harvey and Tommaso Proietti Stochastic Limit Theory An Introduction for Econometricians By James Davidson Stochastic Volatility Edited by Neil Shephard Testing Exogeneity Edited by Neil R. Ericsson and John S. Irons The Econometrics of .