Estimation in Conditionally Heteroscedastic Time Series Models

• Main Author: Straumann, Daniel
• Format: Electronic Kit Book
• Language: English
• Published: Berlin, Heidelberg Springer Berlin Heidelberg 2005
• Series: Lecture Notes in Statistics 181
• Subjects: Mathematical statistics; Economics > Statistics; Finance; Statistics; Statistics for Business/Economics/Mathematical Finance/Insurance; Quantitative Finance
• Physical Description: v.: digital
• ISBN: 9783540269786
• ISSN: 0930-0325