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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility de Christian Hafner

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility: Contributions to Economics

Autor Christian Hafner
en Limba Engleză Paperback – 15 oct 1997

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Specificații

ISBN-13: 9783790810417
ISBN-10: 379081041X
Pagini: 244
Ilustrații: XIX, 222 p.
Dimensiuni: 155 x 235 x 17 mm
Greutate: 0.35 kg
Ediția:1998
Editura: Physica-Verlag HD
Colecția Physica
Seria Contributions to Economics

Locul publicării:Heidelberg, Germany

Public țintă

Research

Cuprins

Introduction.- Modelling Volatility of Financial Time Series.- Nonlinear Time Series Analysis.- ARCH Models and Extensions.- Nonparametric and Semiparametric Models.- Conclusions and Outlook.