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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
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 19. november 2004 |
| ISBN13 | 9783540211358 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 228 |
| Mål | 155 × 235 × 13 mm · 353 g |
| Språk | Engelsk Tysk |
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