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Modeling TimeVarying Unconditional Variance by Means of a FreeKnot SplineGARCH Model

Oliver Old

Modeling TimeVarying Unconditional Variance by Means of a FreeKnot SplineGARCH Model - 1st ed. 2022 - springer 2022 - Gabler Theses .

ISBN: 9783658386184

Subjects--Topical Terms:
Business and Management
IT in Business

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Central Library - Coimbatore

Modeling TimeVarying Unconditional Variance by Means of a FreeKnot SplineGARCH Model