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  5. Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

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 NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 21. november 2024

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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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