InhaltsverzeichnisIntroduction.Modelling Volatility of Financial Time Series.Nonlinear Time Series Analysis.ARCH Models and Extensions.Nonparametric and Semiparametric Models.Conclusions and Outlook.
Christian M. Hafner Boeken


InhaltsverzeichnisIntroduction.Modelling Volatility of Financial Time Series.Nonlinear Time Series Analysis.ARCH Models and Extensions.Nonparametric and Semiparametric Models.Conclusions and Outlook.