×


 x 

Shopping cart
Christian Hafner - Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility - 9783790810417 - V9783790810417
Stock image for illustration purposes only - book cover, edition or condition may vary.

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

€ 64.17
FREE Delivery in Ireland
Description for Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility Paperback. This volume examines nonlinear time series analysis with applications to foreign exchange rate volatility. Topics include: modelling volatility of financial time series; nonlinear time series analysis; ARCH models and extensions; non-parametric and semi-parametric models. Series: Contributions to Economics. Num Pages: 222 pages, 29 black & white tables, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 13. Weight in Grams: 379.
The present book was accepted as a dissertation at the Humboldt Universitat zu Berlin in summer 1996. I am very much obliged to thank my advisor, Professor Wolfgang Hardie, for the continuous, always inspiring support and for opening me the world of non parametric statistics. Without him I probably would have worked on a different, less exciting topic and this book would not exist. Also, I would like to thank my second advisor, Professor Helmut Liitkepohl, for his excellent introduction to time series analysis and for always helpful comments on my work. This work was financially supported by the Deutsche ... Read more

Product Details

Format
Paperback
Publication date
1997
Publisher
Physica-Verlag GmbH & Co Germany
Number of pages
222
Condition
New
Series
Contributions to Economics
Number of Pages
222
Place of Publication
Heidelberg, Germany
ISBN
9783790810417
SKU
V9783790810417
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

Goodreads reviews for Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility


Subscribe to our newsletter

News on special offers, signed editions & more!