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![]( "Buchcover ISBN 9783790810417")
Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
von Christian HafnerInhaltsverzeichnis
- Introduction.
- Modelling Volatility of Financial Time Series.
- Nonlinear Time Series Analysis.
- ARCH Models and Extensions.
- Nonparametric and Semiparametric Models.
- Conclusions and Outlook.
