Search results with tag "Financial econometrics"
ARCH/GARCH Models in Applied Financial Econometrics
pages.stern.nyu.eduFinancial Econometrics ROBERT F. ENGLE, PhD Michael Armellino Professorship in the Management of Financial Services, Leonard N. Stern School of Business, New York University SERGIO M. FOCARDI Partner, The Intertek Group FRANK J. FABOZZI, PhD, CFA, CPA Professor in the Practice of Finance, School of Management, Yale University
Haoxiang Zhu - mit.edu
www.mit.eduDynamics meeting* (2 papers), Society for Financial Econometrics meeting*, Erasmus Liq-uidity Conference*, European Financial Management Association meeting*, China Interna-
tsline — Time-series line plots - Stata
www.stata.comFinancial Econometrics Using Stata. College Station, TX: Stata Press. Cox, N. J. 2009a.Speaking Stata: Graphs for all seasons. Stata Journal 6: 397–419.. 2009b.Stata tip 76: Separating seasonal time series. Stata Journal 9: 321–326.. 2012.Speaking Stata: Transforming the time axis. Stata Journal 12: 332–341.