Stochastic Volatility – alle Bücher

Ihre Suche nach "Stochastic Volatility" (Bücher) ergab 3 Treffer.

Recent Developments in Bayesian Econometrics and Their Applications

Forecasting with Bayesian Vector Autoregressions Revisited.- Large Bayesian Tensor VARs with Stochastic Volatility.- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data.- VAR Mo…

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EUR 186,19* Aktueller Preis: EUR 186,19

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Financial Econometrics

Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the a…

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EUR 161,66* Aktueller Preis: EUR 161,66

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Thomas Mikosch, Olivier Wintenberger

Extreme Value Theory for Time Series

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial…

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EUR 240,94* Aktueller Preis: EUR 240,94

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