Econometrics II
Έγγραφα
Τύπος | Aρχείο | Μέγεθος | Ημερομηνία | |
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Erratum on the "An Example: GARCH(1,1) Process" The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 289.44 KB | 30/7/18 | ||
First Order Auto-covariance of the Squared EGARCH(1,1) Process The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 224.2 KB | 30/7/18 |