Rug Arch
Presentasi Ekonometri
An Introduction to Univariate GARCH Models-Teräsvirta
rp08_49
Bootstrap
Discussion of Structural GARCH: The Volatility-Leverage Connection by Rob Engle and Emil Siriwardane © 2013 by Andrew W. Lo All Rights Reserved Andrew.
FCGARCH auckland 27012012
Volatility of Islamic Stock Indexes
Emperical Finance
International Portfolio Optimization using Regime Switching: Case of Subcontinent Presenter: IQBAL, JAVED Presented on: 17 February 2010 CCFEA Workshop.
DYNAMIC CONDITIONAL CORRELATIONS
