Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

Type:: e-book
Titel:: Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
Auteur:: Old, Oliver.
Taal:: Engels
Uitgever:: Wiesbaden Springer Fachmedien Wiesbaden GmbH 2022
ISBN:: 3-658-38617-7
3-658-38618-5
Permalink:: http://bibtest.howest.be/catalog/ebk03:24286018600041