Estimation in Conditionally Herteroscedastic Time Series Models
Edition: 1 edition
Publisher: Springer
Published: December 22, 2004
Language: eng
Format: Paperback
Number of pages: 250
ISBN-13: 9783540211358
Subjects: Stochastics; Finance; Business & Economics; Business / Economics / Finance; Business/Economics; Business & Economics / Statistics; Statistics
First sentence: 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.