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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

part of the Gabler Theses series

  • Language:
  • English
  • ISBN:
  • 9783658386177
  • Binding:
  • Paperback
  • Pages:
  • 260
  • Published:
  • July 27, 2022
  • Edition:
  • 22001
  • Dimensions:
  • 148x15x210 mm.
  • Weight:
  • 341 g.
Delivery: 2-4 weeks
Expected delivery: December 11, 2024

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