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Financial Econometrics: Problems, Models, and Methods by Christian Gourieroux (E
- Item No : 146701258301
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- By Christian Gourieroux, Joann Jasiak. Preface vii 1. Introcduction 1 2. Univariate Linear Models: The AR(1) process and Its Extensions 17 3. Multivariate Linear Models: VARMA Representation 53 4.
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