InhaltsverzeichnisIntroduction.Modelling Volatility of Financial Time Series.Nonlinear Time Series Analysis.ARCH Models and Extensions.Nonparametric and Semiparametric Models.Conclusions and Outlook.
Christian M. Hafner Books


InhaltsverzeichnisIntroduction.Modelling Volatility of Financial Time Series.Nonlinear Time Series Analysis.ARCH Models and Extensions.Nonparametric and Semiparametric Models.Conclusions and Outlook.