Discussion on Practical Financial Econometrics
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- From principal components to the original variables
by approximated » Tue Jul 27, 2010 9:55 am
- 9 Replies
- 82 Views
- Last post by approximated
Sun Sep 05, 2010 4:28 pm
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- TGARCH
by marcia » Tue Aug 10, 2010 6:14 pm
- 5 Replies
- 32 Views
- Last post by coalexander
Tue Aug 10, 2010 9:55 pm
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- BEKK GARCH
by marcia » Sat Jul 24, 2010 11:26 pm
- 12 Replies
- 79 Views
- Last post by coalexander
Tue Aug 10, 2010 12:25 pm
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- kendall's tau calculation
by kunduzCCF » Fri Aug 06, 2010 9:16 am
- 3 Replies
- 26 Views
- Last post by coalexander
Tue Aug 10, 2010 12:20 pm
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- question about index cointegration paper
by uranus1533 » Tue Jul 20, 2010 3:00 am
- 5 Replies
- 81 Views
- Last post by coalexander
Mon Aug 09, 2010 12:13 pm
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- About MCMC
by luqi » Wed Jul 28, 2010 3:55 am
- 1 Replies
- 20 Views
- Last post by coalexander
Wed Jul 28, 2010 6:32 am
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- Example II.6.6
by josephpang100 » Thu May 14, 2009 5:11 pm
- 7 Replies
- 106 Views
- Last post by coalexander
Tue Jul 27, 2010 10:41 am
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- Cointegration Tests
by Martine » Wed Feb 17, 2010 10:08 am
- 3 Replies
- 147 Views
- Last post by coalexander
Mon Jul 26, 2010 12:55 pm
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- Index tracking using cointegration
by Chryshanie » Tue Jun 30, 2009 7:07 pm
- 20 Replies
- 238 Views
- Last post by Papantonis John
Mon Jul 26, 2010 12:49 pm
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- Volatility Pairs Trading
by Alicia » Sat Oct 04, 2008 8:22 am
- 3 Replies
- 342 Views
- Last post by coalexander
Fri Jul 23, 2010 5:20 pm
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- Student-t E-GARCH and Questions
by Oliver » Sun Jul 18, 2010 11:59 pm
- 1 Replies
- 21 Views
- Last post by coalexander
Mon Jul 19, 2010 11:38 am
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- question about reconstructed index
by uranus1533 » Fri Jul 16, 2010 1:09 pm
- 1 Replies
- 18 Views
- Last post by coalexander
Fri Jul 16, 2010 2:09 pm
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- Garch
by Eric » Sat Jun 26, 2010 3:25 pm
- 25 Replies
- 118 Views
- Last post by coalexander
Mon Jul 05, 2010 10:01 am
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- STRUCTURAL VAR
by KEVIN Ramlall » Mon Jun 07, 2010 11:40 am
- 1 Replies
- 36 Views
- Last post by coalexander
Tue Jun 08, 2010 8:37 am
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- GARCH-related questions (and O-GARCH)
by jortiz » Wed May 26, 2010 10:18 pm
- 1 Replies
- 70 Views
- Last post by coalexander
Fri May 28, 2010 7:59 am
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- BEKK Model
by a_hamooni » Sat May 08, 2010 8:22 am
- 1 Replies
- 70 Views
- Last post by coalexander
Sat May 08, 2010 10:43 am
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- Calibration of PCA vols to implied volatility
by hubris » Wed May 05, 2010 2:57 pm
- 1 Replies
- 52 Views
- Last post by coalexander
Thu May 06, 2010 8:24 am
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- Forecasting Covariance Matrix with OGARCH
by Matt23 » Sat Mar 20, 2010 5:40 pm
- 1 Replies
- 71 Views
- Last post by coalexander
Mon Apr 05, 2010 10:24 am
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- Errata
by Ricky » Fri Feb 12, 2010 7:41 pm
- 18 Replies
- 289 Views
- Last post by coalexander
Sat Feb 27, 2010 11:57 am
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- Questions
by Ricky » Sun Feb 14, 2010 5:59 pm
- 0 Replies
- 71 Views
- Last post by Ricky
Sun Feb 14, 2010 5:59 pm
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- Solution to Black Box Problem
by KEVIN Ramlall » Thu Feb 11, 2010 12:09 pm
- 1 Replies
- 76 Views
- Last post by coalexander
Thu Feb 11, 2010 7:22 pm
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- Future of Econometrics
by KEVIN Ramlall » Thu Feb 11, 2010 12:01 pm
- 1 Replies
- 126 Views
- Last post by coalexander
Thu Feb 11, 2010 7:05 pm
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- Covariance Term of (II.2.15)
by Catherine » Wed Feb 03, 2010 7:58 pm
- 1 Replies
- 68 Views
- Last post by coalexander
Thu Feb 04, 2010 5:10 pm
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- Re: AGARCH-t-Student
by coalexander » Wed Dec 16, 2009 8:57 am
- 2 Replies
- 136 Views
- Last post by coalexander
Tue Jan 26, 2010 8:26 am
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- FM model
by cmert » Fri Jan 22, 2010 8:53 pm
- 1 Replies
- 89 Views
- Last post by coalexander
Sat Jan 23, 2010 12:37 pm
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