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Hedging options in GARCH environment, и . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Autoregressive Conditional Hetroskedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1008 (июля 1982)Autoregressive Conditional Hetroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1007 (июля 1982)A dymimic model of housing price determination, , и . Journal of Econometrics, 28 (3): 307--326 (июня 1985)A general approach to lagrange multiplier model diagnostics. Journal of Econometrics, 20 (1): 83--104 (октября 1982)Handbook of Econometrics, , и . Volume 4, глава Chapter 49 Arch models, стр. 2959--3038. Elsevier, (1994)Reply, и . Econometric Reviews, 5 (1): 81--87 (1986)A long memory property of stock market returns and a new model, , и . Journal of Empirical Finance, 1 (1): 83--106 (июня 1993)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , и 32 other автор(ы). Comput. Stat. Data Anal., (2014)Index-option pricing with stochastic volatility and the value of accurate variance forecasts, , и . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1993)