◆ Occasional Structural Breaks and Long Memory(GRANGER&HYUNG)

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Occasional Structural Breaks and Long Memory CLIVE W.J. GRANGER NAMWON HYUNG...

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2004-11-12

◆ Properties of Nonlinear Transformations of Fractionally Integrated Processes(GIA

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Properties of Nonlinear Transformations of Fractionally Integrated Processes INLF DITTMANN CLIVE W.J. GRANGER...

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2004-11-12

◆ Aggregation of Space-time Processes(GIACOMINI&GRANGER)

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Aggregation of Space-time Processes RAFFAELLA GIACOMINI CLIVE W.J. GRANGER...

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2004-11-12

◆ Self-generating Variables in a Cointegrated VAR Framewok(GRANGER&YOON)

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Self-generating Variables in a Cointegrated VAR Framewok CLIVE W.J. GRANGER GAWON YOO...

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2004-11-12

◆ THE USE OF ARCHIMEDEAN COPULAS TO MODEL

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A copula is a means of generating an n-variate distribution function from an arbitrary set of n univariate distributions. For the class of portfolio allocators that are risk averse, we use the copula...

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2004-11-12

◆ Large Sample Properties of Generalized Method of Moments Estimators（Lars Peter H

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关于GMM方法的性质及运用，许多教科书论述的并不清晰，十分含糊晦涩，通过阅读原创者的论文，有助于我们加深对GMM方法的理解。这篇论文对GMM方法...

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2004-11-11

◆ What EViews can do for your research.

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介绍如何使用Eviews Eviews用来做何研究 英文资料...

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2004-11-06

◆ Common Factors in Conditional Distributions(Granger)

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Common Factors in Conditional Distributions Granger...

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2004-11-04

◆ Structurality-Induced Volatility Clustering(Granger)

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Structurality-Induced Volatility Clustering Granger...

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2004-11-04

◆ The GARCH Option Pricing Model(Jin-chuan Duan)

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The GARCH Option Pricing Model Jin-chuan Duan Mathematical Finance 5(1):13-32...

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2004-11-04

◆ Testing the Volatility Term Stucture Using Option Hedging Criteria(R.F.Engle and

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Testing the Volatility Term Stucture Using Option Hedging Criteria R.F.Engle and Joshua V.Rosenberg...

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2004-11-04

◆ What od is a Volatility Model？(R.F.Engle and Andrew J.Patton)

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What od is a Volatility Model？ R.F.Engle and Andrew J.Patto...

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2004-11-04

◆ Measuring,Forecasting and Explaining Time Varying Liquidity in the Market

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Measuring,Forecasting and Explaining Time Varying Liquidity in the Market RF.Engle and Joe Lange...

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2004-11-04

◆ A Multiple Indicators Models for Volatility Using Intra-Daily Data(R.F.Engle and

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A Multiple Indicators Models for Volatility Using Intra-Daily Data R.F.Engle and G.M.Gallo...

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2004-11-04

◆ Empirical Pricing Kernels(J.V.Rosenberg and R.F.Engle)

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Empirical Pricing Kernels J.V.Rosenberg and R.F.Engle...

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2004-11-04