Table of Content
and Basics.- Univariate Stationary Processes.- Granger Causality.- Vector Autoregressive Processes.- Nonstationary Processes.- Cointegration.- Autoregressive Conditional Heteroskedasticity.
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Language English ● Format PDF ● Pages 274 ● ISBN 9783540732914 ● File size 2.3 MB ● Publisher Springer Berlin ● City Heidelberg ● Country DE ● Published 2007 ● Downloadable 24 months ● Currency EUR ● ID 2163485 ● Copy protection Social DRM