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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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 15 de outubro de 1997 |
| ISBN13 | 9783790810417 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 222 |
| Dimensões | 155 × 235 × 13 mm · 344 g |
| Idioma | Inglês |
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