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Estimation in Conditionally Heterosc...

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Estimation in Conditionally Heteroscedastic Time Series Models

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Estimation in Conditionally Heteroscedastic Time Series Models/ by Daniel Straumann.
Author:	Straumann, Daniel.
Published:	Berlin, Heidelberg :Springer Berlin Heidelberg, : 2005.,
Description:	xi, 228 p. :ill., digital ;24 cm.
Series:	Lecture Notes in Statistics,
Contained By:	Springer e-books
Subject:	Econometrics. -
Online resource:	http://dx.doi.org/10.1007/b138400http://dx.doi.org/10.1007/b138400
ISBN:	9783540211358 (paper)

Estimation in Conditionally Heteroscedastic Time Series Models
Straumann, Daniel.

Estimation in Conditionally Heteroscedastic Time Series Models[electronic resource] /by Daniel Straumann. - Berlin, Heidelberg :Springer Berlin Heidelberg,2005. - xi, 228 p. :ill., digital ;24 cm. - Lecture Notes in Statistics,1810930-0325 ;.

ISBN: 9783540211358 (paper)Subjects--Topical Terms:

542934
Econometrics.

LC Class. No.: QA276.8 / .S77 2005

Dewey Class. No.: 519.544

Estimation in Conditionally Heteroscedastic Time Series Models
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020 $a 9783540211358 (paper)
020 $a 9783540269786 (electronic bk.)
035 $a 978-3-540-21135-8
040 $a NDHU $c NDHU $d NDHU
050 0 0 $a QA276.8 $b .S77 2005
082 0 0 $a 519.544 $2 22
100 $a Straumann, Daniel. $3 897468
245 1 0 $a Estimation in Conditionally Heteroscedastic Time Series Models $h [electronic resource] / $c by Daniel Straumann.
260 $a Berlin, Heidelberg : $c 2005. $b Springer Berlin Heidelberg,
300 $a xi, 228 p. : $b ill., digital ; $c 24 cm.
440 0 $a Lecture Notes in Statistics, $x 0930-0325 ; $v 181
650 $a Econometrics. $3 542934
650 $a Heteroscedasticity. $3 771013
650 $a Parameter estimation. $3 567557
650 $a Time-series analysis. $3 532530
650 $a Statistics. $3 517247
650 $a Quantitative Finance. $3 891090
650 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
710 $a SpringerLink (Online service) $3 836513
773 0 $t Springer e-books
856 4 0 $u http://dx.doi.org/10.1007/b138400 $z http://dx.doi.org/10.1007/b138400
950 $a Mathematics and Statistics (Springer-11649; ZDB-2-SMA)

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