BOOK

Estimation in Conditionally Heteroscedastic Time Series Models

Robert LundThomas Mikosch

Year: 2005 Lecture notes in statistics   Publisher: Springer Nature
Keywords:
Heteroscedasticity Series (stratigraphy) Estimation Econometrics Time series Mathematics Statistics Computer science Economics Geology

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Topics

Forecasting Techniques and Applications
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Stock Market Forecasting Methods
Social Sciences →  Decision Sciences →  Management Science and Operations Research
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