Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

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

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

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783658386184
Condition
New
Product Description

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 conditional variance and the spline function. With the help of this method, the knots are placed in regions where the unconditional variance is not smooth. The results are tested within an extensive simulation study and an empirical study employing the S&P500 index.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$84.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

$84.99
See Site In stock Visit Store

Similar Products

Portfoliomanagement

$59.99

Subnationale Auenbeziehungen

$69.99

Scholastic Reader! Level 2-The Magic School Bus Rides Again: Vuela con el viento

$2.99

Competitive Supply Chains

$129.99

Kunstseide und Zellwolle nach dem Viskose-Verfahren

$84.99

Municipal Solid Waste Management in Asia and the Pacific Islands

$109.99

Gas Separation Membranes

$179.99

Ihr Weg zur Marke "ICH"

$34.99

Robot Motion and Control 2007

$169.99

Emerging Trends in Intelligent and Interactive Systems and Applications

$219.99

Travel and Experience in Early Modern English Literature

$54.99

Haptics: Generating and Perceiving Tangible Sensations, Part II

$39.99

War and Peace in Islam

$54.99

Transactions on Engineering Technologies

$169.99

Das Vogelbuch von Conrad Gessner (1516-1565)

$179.00

Regularization for Applied Inverse and Ill-Posed Problems

$19.99

Millimeter-wave Integrated Technologies in the Era of the Fourth Industrial Revolution

$109.99

New Techniques in Systems Neuroscience

$84.99

Nutrition and Cancer

$39.99

Recht fr Ingenieure

$19.99

Glck und Ende der Knige in Shakespeares Historien

$54.99

Beim Sterben helfen drfen wir das?

$17.99

Heidegger and the Lived Experience of Being a University Educator

$39.99

Treasury of Books Grades 6-9

$299.00

Authoring Tools for Advanced Technology Learning Environments

$219.99

Beytrge zur Historie und Aufnahme des Theaters

$44.99

Problemlsen

$29.99

Rough: Drawing in 2 Strokes and 3 Moves by Pierre Pochet

$16.95

Singular Problems in Shell Theory

$129.00

Modeling Decision for Artificial Intelligence

$54.99

Applied Economics in the Digital Era

$169.99

Human Ecology of Climate Change Hazards in Vietnam

$84.99

My Story: Hero at Dunkirk

$4.46

Modern Cryptography

$59.99

Grundlagen der elektromagnetischen Feldtheorie

$34.99

Fashion, Identity, and Power in Modern Asia

$119.00

Close Encounters of the Microbial Kind

$37.99

Vergleichende Regierungslehre

$29.99

Appraisal, Market Analysis and Public Policy in Real Estate

$379.99

Renewable Energy Systems and Sources

$169.00