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37. 
Cover image for Modelling stock market volatility : bridging the gap to continuous time
Modelling stock market volatility : bridging the gap to continuous time
Modelling stock market volatility : bridging the gap to continuous time
by 
Rossi, Peter E. (Peter Eric), 1955-
Format: 
Books
Publication Date 
1996
Excerpt: 
. Specification Analysis of Continuous Time Models in Finance / A. Ronald Gallant and George Tauchen -- 13. Back
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38. 
Cover image for Likelihood-based inference in cointegrated vector autoregressive models
Likelihood-based inference in cointegrated vector autoregressive models
Likelihood-based inference in cointegrated vector autoregressive models
by 
Johansen, Søren, 1939-
Format: 
Books
Publication Date 
1995
Excerpt: 
researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic
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