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  • Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of U.K. Inflation Econometrica 50 (1982): 987-1008.
  • Estimation of Time Varying Risk Premia in the Term Structure: the ARCH-M Model (David Lilien eta Russell Robinsekin batera), Econometrica 55 (1987): 391-407.
  • Co-integration and Error Correction: Representation, Estimation and Testing (Clive W. J. Grangerrekin batera), Econometrica 55 (1987): 251-276.
  • Semi-parametric estimates of the relation between weather and electricity demand (C. Granger, J. Rice eta A. Weissekin batera), Journal of American Statistical Association 81 (1986): 310-320.
  • Exogeneity (David F. Hendry eta Jean-Francois Richardekin batera), Econometrica 51 (1983): 277-304.
  • Asset Pricing with a Factor ARCH Covariance Structure: Empirical Estimates for Treasury Bills (V. Ng, eta M. Rothschildekin batera) Journal of Econometrics 45 (1990): 213-237.
  • Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (2002)

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