Christian Gourieroux
ARCH Models and Financial Applications
- Springer New York
- 1997
- Gebunden
- 244 Seiten
- ISBN 9780387948768
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics. Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.
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