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Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility

Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility - Contributions to Economics

1998 edition

Paperback (15 Oct 1997)

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Publisher's Synopsis

This volume examines nonlinear time series analysis with applications to foreign exchange rate volatility. Topics include: modelling volatility of financial time series; nonlinear time series analysis; ARCH models and extensions; non-parametric and semi-parametric models.

Book information

ISBN: 9783790810417
Publisher: Physica-Verlag HD
Imprint: Physica
Pub date:
Edition: 1998 edition
Language: English
Number of pages: 222
Weight: 379g
Height: 241mm
Width: 158mm
Spine width: 19mm