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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility [electronic resource] /
Introduction -- Modelling Volatility of Financial Time Series -- Nonlinear Time Series Analysis -- ARCH Models and Extensions -- Nonparametric and Semiparametric Models -- Conclusions and Outlook.
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| Main Authors: | , |
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| Format: | Texto biblioteca |
| Language: | eng |
| Published: |
Heidelberg : Physica-Verlag HD : Imprint: Physica,
1998
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| Subjects: | Statistics., Economic theory., International economics., Economics., Economic Theory/Quantitative Economics/Mathematical Methods., Statistics for Business/Economics/Mathematical Finance/Insurance., International Economics., |
| Online Access: | http://dx.doi.org/10.1007/978-3-662-12605-9 |
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