Ebooks d'Oliver Old en PDF

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Télécharger le livre : Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
Oliver Old
The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function.The knots of the spline functions are estimated as free parameters within a joined estimation process together with the parameters of the mean, the...

Editeur : Springer Gabler
Parution : 2022-07-27
Collection : Gabler Theses
PDF

94,94 €