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Archivo Abierto Institucional de la Universidad Carlos III de Madrid > Departamento de Estadística >
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Recent SubmissionsSpurious and hidden volatility Detecting level shifts in the presence of conditional heteroscedasticity Estimating and forecasting garch volatility in the presence of outiers Testing for conditional heteroscedasticity in the components of inflation Comments on “Band-limited stochastic processes in discrete and continuous time”
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