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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
Language: en
Pages: 235

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

Authors: Christian Hafner
Categories: Business & Economics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provid
Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
Language: en
Pages: 244

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

Authors: Christian Hafner
Categories:
Type: BOOK - Published: 2014-09-01 - Publisher:

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Nonlinear Time Series: Analysis with Applications to Foreign Exchange Rate Volatility
Language: en
Pages:

Nonlinear Time Series: Analysis with Applications to Foreign Exchange Rate Volatility

Authors: Christian M. Hafner
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Non-Linear Time Series Models in Empirical Finance
Language: en
Pages: 299

Non-Linear Time Series Models in Empirical Finance

Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2000-07-27 - Publisher: Cambridge University Press

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This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Macroeconometrics and Time Series Analysis
Language: en
Pages: 417

Macroeconometrics and Time Series Analysis

Authors: Steven Durlauf
Categories: Business & Economics
Type: BOOK - Published: 2016-04-30 - Publisher: Springer

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Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci