Institution: Tinbergen and Econometric Institutes, Erasmus University Rotterdam, The Netherlands
Number of items: 1.
Ardia, David; Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? Unpublished.
This list was generated on Sat May 26 00:53:47 2012 CEST.
