Search

or Explore

informaworld

HOME | SEARCH | BROWSE

About this Journal

Authors: Paul Rilstone ^a; Micheal R. Veall ^b

Affiliations:	^a York University,
	^b McMaster University,

DOI: 10.1080/07474939608800348

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 15, Issue 2 1996 , pages 177 - 181

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

12 results ordered by relevance

«prev 1 2 next»

	2 - Unit roots, cointegration and other comovements in time series , 978-0-415-22454-3
	8 - Frequency domain analysis of time series , 978-0-415-22454-3
	1 - Stochastic processes and financial time series , 978-0-415-22454-3
	3 - Time-varying volatility models - GARCH and stochastic volatility , 978-0-415-22454-3
	6 - Present value models and tests for rationality and market efficiency , 978-0-415-22454-3
	7 - State space models and the Kalman filter , 978-0-415-22454-3
	4 - Shock persistence and impulse response analysis , 978-0-415-22454-3
	9 - Research tools and sources of information , 978-0-415-22454-3
	Prelims , 978-0-415-22454-3
	5 - Modelling regime shifts , 978-0-415-22454-3