000 00753 a2200253 4500
020 _a9788122416978
082 _a330.015195
_bGOU
090 _c32103
_d56742
100 _aGourieroux, Christain
245 _aFinancial econometrics
_bproblems, models, and methods
260 _aPrinceton
_bPrinceton University
_c2005
_g2005
300 _axi, 513p.
_c24cm.
650 _aPresent value models
650 _aEconometrics
650 _aUniveriate Linear Models
650 _aMultivariate Linear models
650 _aConditional heteroscesasticity
650 _aDynamic factor models
_aDynamic factor models
650 _aDiffusion models
650 _aMarket indexes
650 _aHigh frequency data
700 _aJasiak, Joann
942 _cL
999 _c58606
_d58606