Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Christian M. Hafner
| Year of publication: |
1998
|
|---|---|
| Authors: | Hafner, Christian M. |
| Publisher: |
Heidelberg [u.a.] : Physica-Verl. |
| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Chaostheorie | Chaos theory | Finanzmarkt | Financial market | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Deutschland | Germany | USA | United States | Kapitalmarkttheorie | Nichtlineare Zeitreihenanalyse | ARCH-Prozess | Nichtparametrisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIX, 222 S. : graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Bibliografie enthalten ; Bibliography included |
| Language: | German |
| Thesis: | Zugl.: Berlin, Univ., Diss., 1996 |
| Notes: | Literaturverz. S. 195 - 209 |
| ISBN: | 3-7908-1041-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000965598