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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
229,85 € 
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Introduction.- Financial time series.- Smoothing long term volatility.- 4 Free-knot spline-GARCH model.- Simulation study.- Empirical study.- Conclusion.
255.39
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- Author: Oliver Old
- Publisher: Springer Gabler
- ISBN-10: 3658386177
- ISBN-13: 9783658386177
- Format: 14.8 x 21 x 1.4 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model (e-book) (used book) | bookbook.eu
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Introduction.- Financial time series.- Smoothing long term volatility.- 4 Free-knot spline-GARCH model.- Simulation study.- Empirical study.- Conclusion.
EXTRA 10 % discount with code: EXTRA
229,85 €
255,39 €
We will send in 10–14 business days.
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- Author: Oliver Old
- Publisher: Springer Gabler
- ISBN-10: 3658386177
- ISBN-13: 9783658386177
- Format: 14.8 x 21 x 1.4 cm, minkšti viršeliai
- Language: English English
Introduction.- Financial time series.- Smoothing long term volatility.- 4 Free-knot spline-GARCH model.- Simulation study.- Empirical study.- Conclusion.
Reviews