Ebooks de Daniel Straumann en PDF

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Télécharger le livre : Estimation in Conditionally Heteroscedastic Time Series Models
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Estimation in Conditionally Heteroscedastic Time Series Models
Daniel Straumann
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial...

Editeur : Springer
Parution : 2006-01-27
Collection : Lecture Notes in Statistics
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52,74 €