All ebooks by Oliver Old in PDF

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Add to my wish list Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Oliver Old The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function.The knots of the spline functions are estimated as free parameters within a joined estimation process together with the parameters of the mean, the... Publication date: 2022-07-27 Format: PDF Publisher: Springer Gabler Collection: Gabler Theses Add to basket £89,50

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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

Oliver Old

The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function.The knots of the spline functions are estimated as free parameters within a joined estimation process together with the parameters of the mean, the...

Publication date: 2022-07-27

Format: PDF

Publisher: Springer Gabler

Collection: Gabler Theses

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£89,50

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