Bootstrapping Stationary ARMA-GARCH Models

Authors: Kenichi Shimizu
Publisher: Vieweg+Teubner Verlag
Pages: 148
Published: 2010-01-27
Language: Germany
Category: Wahrscheinlichkeit & Statistik, Angewandte Mathematik, Mathematik, Fachbücher,
ISBN-10: 3834809926     ISBN-13: 9783834809926
Binding: Taschenbuc (2010)
List Price: 39.95 EUR

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