Contributions to Economics

Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

Authors: Hafner, Christian

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  • ISBN 978-3-662-12605-9
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Table of contents (6 chapters)

  • Introduction

    Hafner, Christian M.

    Pages 1-6

  • Modelling Volatility of Financial Time Series

    Hafner, Christian M.

    Pages 7-50

  • Nonlinear Time Series Analysis

    Hafner, Christian M.

    Pages 51-91

  • ARCH Models and Extensions

    Hafner, Christian M.

    Pages 93-126

  • Nonparametric and Semiparametric Models

    Hafner, Christian M.

    Pages 127-171

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-3-662-12605-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-3-7908-1041-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
Authors
Series Title
Contributions to Economics
Copyright
1998
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-12605-9
DOI
10.1007/978-3-662-12605-9
Softcover ISBN
978-3-7908-1041-7
Series ISSN
1431-1933
Edition Number
1
Number of Pages
XIX, 222
Topics