author = { Gouriéroux, Christian Jasiak, Joann },

title = { Financial econometrics problems, models, and methods },

publisher = {Princeton Univ. Press},

isbn = {0691088721},

isbn = {9780691088723},

keywords = { Ökonometrie , Zeitreihenanalyse , Finanzanalyse , Portfolio-Management , Kapitalmarkttheorie , Theorie , USA , Econometrics , Finance Statistical methods , Finance , Mathematical models , Bibliographie enthalten , Lehrbuch , Finanzmathematik , Kreditmarkt , Mathematisches Modell },

year = {2001},

abstract = {Literaturverz. S. 451 - 476},

booktitle = {Princeton series in finance},

address = { Princeton, NJ [u.a.] },