Isbn: 9783790810417 - nonlinear time series analysis with applications to foreign exchange rate volatility (contributions to economics) (18 resultados)

Condición: New.

Paperback or Softback. Condición: New. Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility. Book.

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Condición: New. In English.

Condición: New. 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. . 1997. Paperback. . . . . …

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Condición: New. pp. 244.

Paperback. Condición: Brand New. 1998 edition. 222 pages. 9.50x6.25x0.75 inches. In Stock.

Condición: New. 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. . 1997. Paperback. . . . . Books ship from the US and Ireland. …

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Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provides theoretical and empirical comparisons with conventional ARCH models, applied to foreign exchange rates. Nonparametric models are discussed that cope with asymmetry and long memory of volatility as well as heterogeneity of higher conditional moments. 222 pp. Englisch.…

Condición: New. Print on Demand pp. 244 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provides theoretical and empirical comparisons with conventional ARCH models, applied to foreign exchange rates. Nonparametric models are discussed that cope with asymmetry and long memory of volatility as well as heterogeneity of higher conditional moments.…

Condición: New. PRINT ON DEMAND pp. 244.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduction.- Modelling Volatility of Financial Time Series: Risk and Volatility Stock Returns Interest Rates Foreign Exchange Rates Conclusions.- Nonlinear Time Series Analysis: Introduction Deterministic Systems and Chaos Parametric Stochastic Mode. …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Introduction.- Modelling Volatility of Financial Time Series.- Nonlinear Time Series Analysis.- ARCH Models and Extensions.- Nonparametric and Semiparametric Models.- Conclusions and Outlook.Physica Verlag, Tiergartenstr. 17, 69121 Heidelberg 244 pp. Englisch. …