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Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics Daniel Straumann 2005 edition
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Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics
Daniel Straumann
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.
248 pages, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 19 novembre 2004 |
| ISBN13 | 9783540211358 |
| Éditeurs | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 228 |
| Dimensions | 155 × 235 × 13 mm · 353 g |
| Langue et grammaire | Anglais Allemand |
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