Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics - Daniel Straumann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540211358 - November 19, 2004
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Daniel Straumann
Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics 2005 edition

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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.

248 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 19, 2004
ISBN13 9783540211358
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 228
Dimensions 155 × 235 × 13 mm   ·   353 g
Language English   German  

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