Estimation in conditionally heteroscedastic time series models /

Bibliographic Details
Main Author:	Straumann, Daniel
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [2005]
Series:	Lecture notes in statistics (Springer-Verlag) ; v. 181.
Subjects:	Bedrijfsfinanciering. Schattingen. Tijdreeksen. Econometrics. Heteroscedasticity. Parameter estimation. Time-series analysis. Estimation d'un paramètre. Économétrie. Hétéroscédasticité. Série chronologique. Electronic books.
Online Access:	Connect to the full text of this electronic book

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