Nonlinear time series analysis with applications to foreign exchange rate volatility

Author(s)

• Hafner, Christian M.

Bibliographic Information

Nonlinear time series analysis with applications to foreign exchange rate volatility

Christian M. Hafner

（Contributions to economics）

Physica, c1998

Note

"With 82 figures and 29 tables."

Includes bibliographical references (p. [195]-209) and indexes

Details

• NCID: BA33017170
• ISBN:
  • 379081041X
• LCCN: 97040471
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg ; New York
• Pages/Volumes: xix, 222 p.
• Size: 24 cm
• Classification:
  • LCC : HG3823
  • DC21 : 332.4/5/015118
• Subject Headings:
  • LCSH : Foreign exchange rates -- Mathematical models
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA07780590