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Date: 2007-12-03 23:19:45Financial economics Econometrics Autoregressive conditional heteroskedasticity Time series analysis Stochastic volatility Volatility Time series Robert F. Engle Financial Correlations Mathematical finance Economics Statistics | Hong Kong University of Science and TechnologyAdd to Reading ListSource URL: www.bm.ust.hkDownload Document from Source WebsiteFile Size: 121,63 KBShare Document on Facebook |