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Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics Daniel Straumann 2005 edition
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
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2004年11月19日 |
| ISBN13 | 9783540211358 |
| 出版商 | Springer-Verlag Berlin and Heidelberg Gm |
| 页数 | 228 |
| 商品尺寸 | 155 × 235 × 13 mm · 353 g |
| 语言 | 英语 德语 |