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Financial econometrics : problems, models, and methods

Contagion Phenomena with Applications in Finance

Contagion Phenomena with Applications in Finance

ARCH Models and Financial Applications

Granularity theory with applications to finance and insurance

Econometrics of qualitative dependent variables

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms

Time series and dynamic models

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

The Econometrics of Individual Risk : Credit, Insurance, and Marketing

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