Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility - Contributions to Economics - Christian Hafner - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783790810417 - October 15, 1997
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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility - Contributions to Economics 1998 edition

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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.


222 pages, 29 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 15, 1997
ISBN13 9783790810417
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 222
Dimensions 155 × 235 × 13 mm   ·   344 g
Language English  

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