Billede af bogens forside - Estimation in Conditionally Heteroscedastic Time Series Models

Estimation in Conditionally Heteroscedastic Time Series Models

af Daniel Straumann

Bog, Paperback, Engelsk, 2004

Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9783540211358
  • Udgivet19/11/2004
  • Udgivet afSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Længde228 sider
  • ForfatterDaniel Straumann
  • GenreBusiness og læring