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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

af Christian Hafner

indgår i Contributions to Economics serien

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility af Christian Hafner
Bag om Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783790810417
  • Indbinding:
  • Paperback
  • Sideantal:
  • 222
  • Udgivet:
  • 15. oktober 1997
  • Udgave:
  • 1998
  • Størrelse:
  • 235x155x13 mm.
  • Vægt:
  • 379 g.
  • BLACK WEEK
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Leveringstid: 8-11 hverdage
Forventet levering: 10. december 2024
Forlænget returret til d. 31. januar 2025

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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.

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