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Mathematical and Quantitative Methods: Econometric Modeling: Financial Econometrics

april 2015

Vander Elst, H.
Working Papers

FloGARCH: Realizing long memory and asymmetries in returns volatility

Working Paper N° 280
september 2014

Dufays, A.
Working Papers

On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers

Working Paper N° 263
oktober 2012

Castro, C. / Ferrari, S.
Working Papers

Measuring and testing for the systemically important financial institutions

Working Paper N° 228