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Arch Models And Financial Applications
idioma: inglês
Editor:
SPRINGER-VERLAG NEW YORK INC., outubro de 2012 ‧
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SINOPSE
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics.Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables (factors) etc., and to test the validity ofthe previously established results.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781461273141 |
| Editor: | SPRINGER-VERLAG NEW YORK INC. |
| Data de Lançamento: | outubro de 2012 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 229 |
| Tipo de produto: | Livro |
| Coleção: | Springer Series In Statistics |
| Classificação Temática: |
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| EAN: | 9781461273141 |
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