Breaking News!
60% Off the Hottest Halloween Costumes & Accessories

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

Best Price (Coupon Required):
Buy Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model for $76.50 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$76.50
@ Link.springer.com with extra coupon

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
$84.99 $84.99

10% OFF
This deals requires coupon
$76.50
See Site In stock Visit Store

Product Details

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

Reviews

0
0 reviews
5 stars
4 stars
3 stars
2 stars
1 star

Questions & Answers

Similar Products

Untersuchungen an Baumwollkarden zwecks Ermittlung der Fehlerursachen fr Dickeschwankungen

Untersuchungen an Baumwollkarden zwecks Ermittlung der Fehlerursachen fr Dickeschwankungen

$44.99
Recent Trends in Wave Mechanics and Vibrations

Recent Trends in Wave Mechanics and Vibrations

$169.99
Air Pollution Modeling and Its Application V

Air Pollution Modeling and Its Application V

$219.99
Urinary Diversion

Urinary Diversion

$99.99
Combinatorial and Graph-Theoretical Problems in Linear Algebra

Combinatorial and Graph-Theoretical Problems in Linear Algebra

$84.99
Die Stoffausscheidung Der Hheren Pflanzen

Die Stoffausscheidung Der Hheren Pflanzen

$59.99
Microprojection with X-Rays

Microprojection with X-Rays

$39.99
Optimal Control of a Double Integrator

Optimal Control of a Double Integrator

$54.99
Gaseous and Electrochemical Hydrogen Storage Properties of Mg-Based Thin Films

Gaseous and Electrochemical Hydrogen Storage Properties of Mg-Based Thin Films

$84.99
Leibniz als Reichshofrat

Leibniz als Reichshofrat

$29.99
Personality Assessment via Questionnaires

Personality Assessment via Questionnaires

$39.99
Gender in Russian History and Culture

Gender in Russian History and Culture

$99.00
Formal Methods in Systems Biology

Formal Methods in Systems Biology

$39.99
Gewaltenteilung und Parteien im Wandel

Gewaltenteilung und Parteien im Wandel

$44.99
Grundvoraussetzungen fr eine tiergerechte Milchviehhaltung

Grundvoraussetzungen fr eine tiergerechte Milchviehhaltung

$84.99
Peritoneal Tumors and Metastases

Peritoneal Tumors and Metastases

$249.99
Legitimierungsstrategien des Fernsehens

Legitimierungsstrategien des Fernsehens

$59.99
The Politics of Domestic Resource Mobilization for Social Development

The Politics of Domestic Resource Mobilization for Social Development

$109.99
Malignant Pediatric Bone Tumors - Treatment & Management

Malignant Pediatric Bone Tumors - Treatment & Management

$109.99
Empathy in the Context of Philosophy

Empathy in the Context of Philosophy

$54.99
Der Antagonismus Frankreichs und Englands vom politisch-militairischen Standpunkte und die Wahrschei

Der Antagonismus Frankreichs und Englands vom politisch-militairischen Standpunkte und die Wahrschei

$39.99
Screenografie kompakt

Screenografie kompakt

$39.99
Lnderbericht zum Deutschen Freiwilligensurvey 2014

Lnderbericht zum Deutschen Freiwilligensurvey 2014

$44.99
How Unified Is the European Union?

How Unified Is the European Union?

$109.99
Recent Developments in Mechatronics and Intelligent Robotics

Recent Developments in Mechatronics and Intelligent Robotics

$129.00
The Engineer and the Scandal

The Engineer and the Scandal

$109.99
Mittelalterliche Fachliteratur

Mittelalterliche Fachliteratur

$29.99
Computer Aided Intervention and Diagnostics in Clinical and Medical Images

Computer Aided Intervention and Diagnostics in Clinical and Medical Images

$129.00
Eco-Library Design

Eco-Library Design

$109.99
Patient-Centered Primary Care

Patient-Centered Primary Care

$49.99
Das Beste der Logistik

Das Beste der Logistik

$69.99
Durch die berufliche Krise und dann vorwrts

Durch die berufliche Krise und dann vorwrts

$17.99
Fibrin Sealing in Surgical and Nonsurgical Fields

Fibrin Sealing in Surgical and Nonsurgical Fields

$109.99
Kiki

Kiki

$7.46
Social Networking and Computational Intelligence

Social Networking and Computational Intelligence

$129.00
Research Challenges in Information Science

Research Challenges in Information Science

$139.99
Landwirtschaftliche Buchfhrung mit Einschlu der Bewertung und Betriebskalkulation

Landwirtschaftliche Buchfhrung mit Einschlu der Bewertung und Betriebskalkulation

$44.99
Fnfachsiges NC-Frsen

Fnfachsiges NC-Frsen

$59.99
Entscheidung bei unsicheren Erwartungen

Entscheidung bei unsicheren Erwartungen

$59.99
Proceedings of the 2007 Academy of Marketing Science (AMS) Annual Conference

Proceedings of the 2007 Academy of Marketing Science (AMS) Annual Conference

$169.99
previous
next