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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility - Contributions to Economics Christian Hafner 1998 edition
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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility - Contributions to Economics
Christian Hafner
This volume examines nonlinear time series analysis with applications to foreign exchange rate volatility. Topics include: modelling volatility of financial time series; nonlinear time series analysis; ARCH models and extensions; non-parametric and semi-parametric models.
222 pages, 29 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1997. gada 15. oktobris |
| ISBN13 | 9783790810417 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 222 |
| Izmēri | 155 × 235 × 13 mm · 344 g |
| Valoda | Angļu |
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