00753 a2200253 4500 9788122416978 330.015195 GOU 32103 56742 Gourieroux, Christain Financial econometrics problems, models, and methods Princeton Princeton University 2005 2005 xi, 513p. 24cm. Present value models Econometrics Univeriate Linear Models Multivariate Linear models Conditional heteroscesasticity Dynamic factor models Dynamic factor models Diffusion models Market indexes High frequency data Jasiak, Joann L 58606 58606 0 0 0 0 LEN MAIN MAIN LEN 2016-05-13 2 330.015195GOU 36931 2017-12-19 00:00:00 2017-11-28 0.00 2016-10-31 L