Financial Risk Modelling and Econometric Inference

Acta Applicandae Mathematicae

Volumn 78, Issue 1-3, 2003, Pages 73-85

  Christensen, Bent Jesper ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Econometrics; Efficiency; Mathematical finance; Risk; Separate inference; Uncertainty; Volatility

Indexed keywords

COMPUTER SIMULATION; FORECASTING; RISKS;

ECONOMETRIC INFERENCE;

FINANCE;

EID: 0142219417     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025731920953     Document Type: Conference Paper

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