Essentials of Time Series for Financial Applications
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Published By Elsevier

9780128134092

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Vector Autoregressive Moving Average (VARMA) Models

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00003-0 ◽

2018 ◽

pp. 77-112 ◽

Cited By ~ 1

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Vector Autoregressive ◽

Vector Autoregressive Moving Average

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Single-Factor Conditionally Heteroskedastic Models, ARCH and GARCH

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00005-4 ◽

2018 ◽

pp. 151-228

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Single Factor

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Autoregressive Moving Average (ARMA) Models and Their Practical Applications

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00002-9 ◽

2018 ◽

pp. 41-76 ◽

Cited By ~ 1

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Arma Models ◽

Practical Applications

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List of Figures

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00014-5 ◽

2018 ◽

pp. ix-xi

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Copyright

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00012-1 ◽

2018 ◽

pp. iv

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Preface

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00028-5 ◽

2018 ◽

pp. xv-xvi

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List of Tables

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00015-7 ◽

2018 ◽

pp. xiii-xiv

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Realized Volatility and Covariance

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00010-8 ◽

2018 ◽

pp. 381-397

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Realized Volatility

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Front-matter

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00011-x ◽

2018 ◽

pp. i-iii

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Unit Roots and Cointegration

Essentials of Time Series for Financial Applications ◽

10.1016/b978-0-12-813409-2.00004-2 ◽

2018 ◽

pp. 113-149

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Unit Roots

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Essentials of Time Series for Financial ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Vector Autoregressive Moving Average (VARMA) Models

Single-Factor Conditionally Heteroskedastic Models, ARCH and GARCH

Autoregressive Moving Average (ARMA) Models and Their Practical Applications

List of Figures

Copyright

Preface

List of Tables

Realized Volatility and Covariance

Front-matter

Unit Roots and Cointegration

Essentials of Time Series for Financial Applications
Latest Publications