Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility 在線電子書 圖書標籤: 時間序列
發表於2024-11-24
Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provides theoretical and empirical comparisons with conventional ARCH models, applied to foreign exchange rates. Nonparametric models are discussed that cope with asymmetry and long memory of volatility as well as heterogeneity of higher conditional moments.
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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024