標(biāo)題: Titlebook: Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility; Christian M. Hafner Book 1998 Springer-Verlag Berlin [打印本頁] 作者: affront 時(shí)間: 2025-3-21 16:10
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility影響因子(影響力)
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility影響因子(影響力)學(xué)科排名
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility網(wǎng)絡(luò)公開度
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility被引頻次
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility被引頻次學(xué)科排名
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility年度引用
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility年度引用學(xué)科排名
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility讀者反饋
書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility讀者反饋學(xué)科排名
作者: xanthelasma 時(shí)間: 2025-3-21 23:07
978-3-7908-1041-7Springer-Verlag Berlin Heidelberg 1998作者: Bouquet 時(shí)間: 2025-3-22 02:11
Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility978-3-662-12605-9Series ISSN 1431-1933 Series E-ISSN 2197-7178 作者: 宣稱 時(shí)間: 2025-3-22 06:57 作者: Capitulate 時(shí)間: 2025-3-22 10:41 作者: 輪流 時(shí)間: 2025-3-22 15:51
Contributions to Economicshttp://image.papertrans.cn/n/image/667733.jpg作者: 在駕駛 時(shí)間: 2025-3-22 21:08
https://doi.org/10.1007/978-3-662-12605-9Angewandte nichtparametrische Statistik; Empirische Finanztheorie; Semiparametric Model; Wechselkurse; a作者: 共同時(shí)代 時(shí)間: 2025-3-23 01:16 作者: 匍匐 時(shí)間: 2025-3-23 04:33
ARCH Models and Extensions,qual to the riskfree rate (provided it exists), plus some individual risk premium. Models to estimate the risk premium have been developed in the ARCH framework since Domowitz and Hakkio (1985) used a function of the conditional variance as a proxy for risk premium in the FX market. Therefore, ARCH 作者: Onerous 時(shí)間: 2025-3-23 07:11
aberrant drug-related behaviors. The headache physician should know where and how to obtain help for patients at risk of, or exhibiting, addictive behaviors. This chapter discusses these therapeutic options.作者: plasma 時(shí)間: 2025-3-23 11:11
Christian M. Hafneraberrant drug-related behaviors. The headache physician should know where and how to obtain help for patients at risk of, or exhibiting, addictive behaviors. This chapter discusses these therapeutic options.作者: 合法 時(shí)間: 2025-3-23 14:25 作者: 6Applepolish 時(shí)間: 2025-3-23 21:38 作者: conference 時(shí)間: 2025-3-24 00:53 作者: WITH 時(shí)間: 2025-3-24 04:58 作者: 大雨 時(shí)間: 2025-3-24 09:40
Christian M. Hafnerry plan..Vascular headaches are those associated with ischemia, vasculitis, hemorrhage, or alteration in brain circulation. While stroke, aneurysm, and transient ischemic attack (TIA) are considered first, other genetic and mitochondrial abnormalities can result in serious and progressive secondary headache disorders.作者: hazard 時(shí)間: 2025-3-24 13:49 作者: filicide 時(shí)間: 2025-3-24 17:08 作者: Tidious 時(shí)間: 2025-3-24 21:59
Christian M. Hafnermonths..CDH is generally primary, but many clinicians include medication overuse headache (MOH) in the term. CDH is not a diagnosis in the International Classification of Headache Disorders. The four primary CDHs are: chronic tension-type headache (CTTH), hemicrania continua (HC), new daily persiste作者: 感情脆弱 時(shí)間: 2025-3-25 00:00 作者: 我要沮喪 時(shí)間: 2025-3-25 06:12 作者: 休閑 時(shí)間: 2025-3-25 11:08 作者: FAZE 時(shí)間: 2025-3-25 13:10 作者: 不容置疑 時(shí)間: 2025-3-25 18:00 作者: linear 時(shí)間: 2025-3-25 20:55 作者: ABIDE 時(shí)間: 2025-3-26 02:12
ARCH Models and Extensions,plications. It became obvious that a powerful model class was developed that copes with the most important feature of financial time series, namely conditional heteroskedasticity. Especially after the fall of Bretton Woods and the subsequent free-floating period of exchange rates in the seventies, s作者: 路標(biāo) 時(shí)間: 2025-3-26 06:12
Nonparametric and Semiparametric Models,The GARCH model fit outperformed the IGARCH and EGARCH model fits. Based on this analysis one might conclude that the conditional variance of FX returns is neither integrated (permanent memory), nor asymmetric. To show that this conclusion would be rash is the objective of this chapter.作者: 含鐵 時(shí)間: 2025-3-26 10:11 作者: prolate 時(shí)間: 2025-3-26 14:44 作者: 任命 時(shí)間: 2025-3-26 18:13
Conclusions and Outlook,ncy blocks, i.e. Dollar, Euro and Yen, is very likely to remain on a high level due to the discrepancies of the macroeconomic policies in these regions. Therefore, a correct understanding of the dynamic properties of volatility is crucial for reliable prediction of financial time series, which serves as the basis for policymaking.作者: 人造 時(shí)間: 2025-3-26 22:38 作者: Intuitive 時(shí)間: 2025-3-27 03:11
9樓作者: 干旱 時(shí)間: 2025-3-27 06:11
9樓作者: DALLY 時(shí)間: 2025-3-27 09:26
10樓作者: Axillary 時(shí)間: 2025-3-27 16:32
10樓作者: 青春期 時(shí)間: 2025-3-27 17:47
10樓作者: yohimbine 時(shí)間: 2025-3-28 01:56
10樓
