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Book Title: Econometrics and financial time series

Subtitle: Physical And Basic Sciences

Author: Sugata Sen Roy

Cover image for Econometrics and financial time series
License:
All Rights Reserved
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Contents

  1. Front Matter

    1. Introduction
    1. 1. Chapter 1
    2. 2. Simultaneous Equations Model : An Introduction
    3. 3. Generalised Method of Moments-I
    4. 4. Generalised Method of Moments-II
    5. 5. Generalised Method of Moments-III
    6. 6. Specification Error-I
    7. 7. Specification Error-II
    8. 8. Specification Error-III
    9. 9. Specification Error-IV
    10. 10. Panel Data Analysis-I
    11. 11. Panel Data Analysis-II
    12. 12. Panel Data Analysis-III
    13. 13. Panel Data Analysis-IV
    14. 14. Panel Data Analysis-V
    15. 15. The State Space Model
    16. 16. The Kalman Filter
    17. 17. Results on State Space Models
    18. 18. Introduction to Volatility
    19. 19. More on ARCH Models
    20. 20. R case study: The ARCH Model
    21. 21. R case study: The GARCH Model
  2. Back Matter

    1. Appendix

Book Information

Author

Sugata Sen Roy

License

Econometrics and financial time series Copyright © by Sugata Sen Roy. All Rights Reserved.

Subject

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Metadata

Title
Econometrics and financial time series
Author
Sugata Sen Roy
Primary Subject
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Econometrics and financial time series Copyright © by Sugata Sen Roy. All Rights Reserved.

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