Titlebook: Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility; Christian M. Hafner Book 1998 Springer-Verlag Berlin

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書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility影響因子(影響力)




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書目名稱Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility被引頻次




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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

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978-3-7908-1041-7Springer-Verlag Berlin Heidelberg 1998

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Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility978-3-662-12605-9Series ISSN 1431-1933 Series E-ISSN 2197-7178

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Contributions to Economicshttp://image.papertrans.cn/n/image/667733.jpg

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https://doi.org/10.1007/978-3-662-12605-9Angewandte nichtparametrische Statistik; Empirische Finanztheorie; Semiparametric Model; Wechselkurse; a

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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

Onerous

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.