Join thousands of book lovers
Sign up to our newsletter and receive discounts and inspiration for your next reading experience.
By signing up, you agree to our Privacy Policy.You can, at any time, unsubscribe from our newsletters.
Estimation in Conditionally Heteroscedastic Time Series Models
part of the Lecture Notes in Statistics series
- Language:
- English
- ISBN:
- 9783540211358
- Binding:
- Paperback
- Pages:
- 228
- Published:
- November 19, 2004
- Edition:
- 2005
- Dimensions:
- 155x235x13 mm.
- Weight:
- 780 g.
Delivery:
1-2 weeks
Expected delivery: October 17, 2024
Description of Estimation in Conditionally Heteroscedastic Time Series Models
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.
User ratings of Estimation in Conditionally Heteroscedastic Time Series Models
Rate this book
In order to rate this book you must be logged in.Others also bought..
Find similar books
The book Estimation in Conditionally Heteroscedastic Time Series Models can be found in the following categories:
You can, at any time, unsubscribe from our newsletters.
© 2024 Tales
All packages are shipped from our warehouse in the UK.
Company address: Esromgade 15, 3. - 2200 - DK
Registered company number: DK43351621
