Time Series Models
Engels
244

The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.

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  • : 9780367401320
  • : Engels
  • : Paperback
  • : 244
  • : oktober 2019
  • : 450
  • : 215 x 140 x 27 mm.
  • : Chapman & Hall/CRC Monographs on Statistics and Applied Probability
  • : Waarschijnlijkheid en statistieken