Estimation in Conditionally Heteroscedastic Time Series Models

Estimation in Conditionally Heteroscedastic Time Series Models

Εμφάνιση άλλων εκδόσεων (1)

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Straumann, Daniel
Μορφή:	Ηλεκτρονική πηγή Εργαλειοθήκη Βιβλίο
Γλώσσα:	English
Έκδοση:	Berlin, Heidelberg Springer Berlin Heidelberg 2005
Σειρά:	Lecture Notes in Statistics 181
Θέματα:	Mathematical statistics Economics > Statistics Finance Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance
Διαθέσιμο Online:	http://dx.doi.org/10.1007/b138400

Παρόμοια τεκμήρια

Statistical Tools for Finance and Insurance
ανά: ΔΓΕek, Pavel
Έκδοση: (2005)

Binomial Models in Finance
ανά: Hoek, John
Έκδοση: (2006)

Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS
ανά: Scherer, Bernd
Έκδοση: (2005)

ανά: Zivot, Eric
Έκδοση: (2006)

Statistics of Financial Markets Exercises and Solutions
ανά: Borak, Szymon
Έκδοση: (2010)

Semiparametric Modeling of Implied Volatility
ανά: Fengler, Matthias R.
Έκδοση: (2005)

Non-Life Insurance Pricing with Generalized Linear Models
ανά: Ohlsson, EsbjΓΆrn
Έκδοση: (2010)

Introduction to Stochastic Calculus for Finance A New Didactic Approach
ανά: Sondermann, Dieter
Έκδοση: (2006)

A Course in Credibility Theory and its Applications
ανά: Buhlmann, Hans
Έκδοση: (2005)

Financial Modeling Under Non-Gaussian Distributions
ανά: Jondeau, Eric
Έκδοση: (2007)

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
ανά: Dagum, Estela Bee
Έκδοση: (2006)

Mathematical and Statistical Methods for Actuarial Sciences and Finance
ανά: Corazza, Marco
Έκδοση: (2010)

Interest Rate Models β Theory and Practice With Smile, Inflation and Credit
ανά: Brigo, Damiano
Έκδοση: (2006)

Advances in Social Science Research Using R
ανά: Vinod, Hrishikesh D
Έκδοση: (2010)

A Benchmark Approach to Quantitative Finance
ανά: Platen, Eckhard
Έκδοση: (2006)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ανά: Platen, Eckhard
Έκδοση: (2010)

Estimation in Conditionally Heteroscedastic Time Series Models
ανά: Straumann, Daniel
Έκδοση: (2005)

Financial and Insurance Formulas
ανά: Cipra, Tomas
Έκδοση: (2010)

Price Indexes in Time and Space Methods and Practice
ανά: Biggeri, Luigi
Έκδοση: (2010)

Signal Extraction Efficient Estimation, βUnit Root'-Tests and Early Detection of Turning Points
ανά: Wildi, Marc
Έκδοση: (2005)

Mathematics of Financial Markets
ανά: Elliott, Robert J.
Έκδοση: (2005)

Martingale Methods in Financial Modelling
ανά: Musiela, Marek
Έκδοση: (2005)

Data Analysis and Classification Proceedings of the 6th Conference of the Classification and Data Analysis Group of the SocietΓ Italiana di Statistica
ανά: Palumbo, Francesco
Έκδοση: (2010)

Statistical Analysis of Management Data
ανά: Gatignon, Hubert
Έκδοση: (2010)

Advances in Degradation Modeling Applications to Reliability, Survival Analysis, and Finance
ανά: Nikulin, M.S
Έκδοση: (2010)

Le choix bayΓ©sien Principes et pratique
ανά: Robert, Christian P., 1961-
Έκδοση: (2006)

Permutation, Parametric and Bootstrap Tests of Hypotheses
ανά: Good, Phillip
Έκδοση: (2005)

Point Process Theory and Applications Marked Point and Piecewise Deterministic Processes
ανά: Jacobsen, Martin
Έκδοση: (2006)

Modeling Longitudinal Data
ανά: Weiss, Robert E.
Έκδοση: (2005)

The Art of Semiparametrics
ανά: Sperlich, Stefan
Έκδοση: (2006)

New Developments in Classification and Data Analysis Proceedings of the Meeting of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society, University of Bologna, September 22β24, 2003
ανά: Bock, H.- H.
Έκδοση: (2005)

Sampling Methods Exercises and Solutions
ανά: Ardilly, Pascal
Έκδοση: (2006)

Extreme Financial Risks From Dependence to Risk Management
ανά: Malevergne, Yannick
Έκδοση: (2006)

Probability and Statistical Models Foundations for Problems in Reliability and Financial Mathematics
ανά: Gupta, Arjun K
Έκδοση: (2010)

Frontiers in Statistical Quality Control 9
ανά: Lenz, Hans-Joachim
Έκδοση: (2010)

Data Analysis Using the Method of Least Squares Extracting the Most Information from Experiments
ανά: Wolberg, John
Έκδοση: (2006)

Copula Theory and Its Applications Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
ανά: Jaworski, Piotr
Έκδοση: (2010)

From Data and Information Analysis to Knowledge Engineering Proceedings of the 29th Annual Conference of the Gesellschaft fΓΌr Klassifikation e.V. University of Magdeburg, March 9β11, 2005
ανά: Spiliopoulou, Myra
Έκδοση: (2006)

Frontiers in Statistical Quality Control 8
ανά: Lenz, Hans-Joachim
Έκδοση: (2006)

Inference in Hidden Markov Models
ανά: CappΓ©, Olivier
Έκδοση: (2005)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών

Cannot write session to /tmp/vufind_sessions/sess_gqdbgrrv6ehqteoslc4l8k6t7b