- 자료제공 :
- Chapter 1- Classical Time Series Models and Financial Series Chapter 2- GARCH( p, q) Processes Chapter 3- Mixing* Chapter 4- Alternative Models for the Conditional Variance Chapter 5- Identification Chapter 6- Estimating ARCH Models by Least Squares Chapter 7- Estimating GARCH Models by Quasi-Maximum Likelihood Chapter 8- Tests Based on the Likelihood Chapter 9- Optimal Inference and Alternatives to the QMLE* Chapter 10- Multivariate GARCH Processes Chapter 11- Financial Applications Chapter 12- Parameter-driven volatility models Appendix 1 Appendix 2 Appendix 3 Appendix 4 Appendix 5