Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
ARCH
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Contenido :
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Estimating time-varying risk premia in the term structure : the ARCH-M model
Generalized autoregressive conditional heteroskedasticity
Expected stock returns and volatility
Conditional heteroskedasticity in asset returns : a new approach
Semiparametric ARCH models
Measuring and testing the impact of news on volatility
Stationarity and persistence in the GARCH (1.1) model
ARCH models as diffusion approximations
Temporal aggregation of GARCH processes
A capital-asset pricing model with time-varying covariances
Multivariate stochastic variance models
Forecasting volatility and option prices of the S&P 500 index
Asset pricing with a FACTOR-ARCH covariance structure : empirical estimates for treasury bills
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Stock market volatility and the information content of stock index options
Implied ARCH models from options prices
Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Estimating time-varying risk premia in the term structure : the ARCH-M model
Generalized autoregressive conditional heteroskedasticity
Expected stock returns and volatility
Conditional heteroskedasticity in asset returns : a new approach
Semiparametric ARCH models
Measuring and testing the impact of news on volatility
Stationarity and persistence in the GARCH (1.1) model
ARCH models as diffusion approximations
Temporal aggregation of GARCH processes
A capital-asset pricing model with time-varying covariances
Multivariate stochastic variance models
Forecasting volatility and option prices of the S&P 500 index
Asset pricing with a FACTOR-ARCH covariance structure : empirical estimates for treasury bills
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Stock market volatility and the information content of stock index options
Implied ARCH models from options prices
Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 34356 | 330.0182 ENGa | Libro | Biblioteca Especializada | Colección general | Disponible |
