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Estimation in Conditionally Herteroscedastic Time Series Models
December 22, 2004, Springer
Paperback
in English
- 1 edition
3540211357 9783540211358
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"Conditionally heteroscedastic models for time series play an important role in todays financial risk management, which typically tries to make financial decisions based on observed discrete time asset price data Pt."
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- Created April 30, 2008
- 7 revisions
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April 6, 2014 | Edited by ImportBot | Added IA ID. |
August 10, 2010 | Edited by IdentifierBot | added LibraryThing ID |
April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
April 16, 2010 | Edited by bgimpertBot | Added goodreads ID. |
April 30, 2008 | Created by an anonymous user | Imported from amazon.com record |