Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility

This volume examines nonlinear time series analysis with applications to foreign exchange rate volatility. Topics include: modelling volatility of financial time series; nonlinear time series analysis; ARCH models and extensions; non-parametric and semi-parametric models.

Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility features in the following genres: Economic theory and philosophy, International economics, Probability and statistics, Economics, Finance, Business and Management

Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility is available in Paperback

Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility was written by Christian Hafner and published by Physica an imprint of Physica-Verlag HD

Nonlinear Time Series Analysis With Applications to Foreign Exchange Rate Volatility has 222 pages

Yes it is part of Contributions to Economics series