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Anglický jazyk
ARCH Models and Financial Applications
Autor: Christian Gourieroux
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics.Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to... Viac o knihe
Na objednávku
98.99 €
bežná cena: 109.99 €
O knihe
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics.Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.
- Vydavateľstvo: Springer New York
- Rok vydania: 1997
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9780387948768
