Econometrics II

Έγγραφα

ΤύποςAρχείο ΕπάνωΜέγεθοςΗμερομηνία
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 KB30/7/18
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 KB30/7/18