Estimation in Conditionally Heteroscedastic Time Series Models

Daniel Straumann

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2004

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Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data.

ISBN-13
9783540211358
ISBN-10
3540211357
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2004
Publication date
2004-11-19
Pages
228
Dimensions
235x155x