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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

  • Christian M. Hafner

Part of the Contributions to Economics book series (CE)

Table of contents

  1. Front Matter
    Pages i-xix
  2. Christian M. Hafner
    Pages 1-6
  3. Christian M. Hafner
    Pages 7-50
  4. Christian M. Hafner
    Pages 51-91
  5. Christian M. Hafner
    Pages 93-126
  6. Christian M. Hafner
    Pages 127-171
  7. Christian M. Hafner
    Pages 173-176
  8. Back Matter
    Pages 177-222

About this book

Keywords

Angewandte nichtparametrische Statistik Empirische Finanztheorie Semiparametric Model Wechselkurse applied nonparametric statistics calculus econometrics exchange rates modeling statistics stochastic models time series analysis volatility Ökonom Ökonometrie

Authors and affiliations

  • Christian M. Hafner
    • 1
  1. 1.Institut für Statistik und Ökonometrie, Wirtschaftswissenschaftliche FakultätHumboldt-Universität zu BerlinBerlinGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-12605-9
  • Copyright Information Physica-Verlag Heidelberg 1998
  • Publisher Name Physica, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-1041-7
  • Online ISBN 978-3-662-12605-9
  • Series Print ISSN 1431-1933
  • Series Online ISSN 2197-7178
  • Buy this book on publisher's site
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