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Latest revision as of 20:09, 27 January 2025

scientific article; zbMATH DE number 5266843
Language Label Description Also known as
English
The Econometric Modelling of Financial Time Series
scientific article; zbMATH DE number 5266843

    Statements

    The Econometric Modelling of Financial Time Series (English)
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    23 April 2008
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    financial time series econometrics
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    unit roots
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    nonlinear modelling
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    return distributions
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    integrated and non-integraded financial time series
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    ARCH processes
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    ARMA models
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    ARIMA models
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    signal extraction
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