Non-Linear Moving-Average Conditional Heteroskedasticity

By Daniel Ventosa-Santaulária

Heteroskedastic Conditional Variance Modeling is a particularly rich branch of Econometrics. Despite its young age, the literature embracing variance models is indeed impressive. Statistical treatment... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639175131
• ISBN13: 9783639175134
• Release Date: July 2009
• Publisher: VDM Verlag
• Length: 180 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"