Font Size:
a
A
A
Keyword [GARCH models]
Result: 41 - 44 | Page: 3 of 3
41.
The Theoretical Properties Of The ARMA-GARCH Models Based On Noise With Non-zero Mean And Its Applications
42.
Empirical Study Of Stock Forecast Based On GARCH Models
43.
Biweighted Composite Regression Estimation Of GARCH Models
44.
Application Of GARCH Models And G-VaR In Risk Measurement
<<First
<Prev
Next>
Last>>
Jump to
