How Long to Read Estimation in Conditionally Heteroscedastic Time Series Models

How Long Does it Take to Read Estimation in Conditionally Heteroscedastic Time Series Models?

It takes the average reader 3 hours and 55 minutes to read Estimation in Conditionally Heteroscedastic Time Series Models by Daniel Straumann

Assuming a reading speed of 250 words per minute. Learn more

Description

In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies.

How long is Estimation in Conditionally Heteroscedastic Time Series Models?

Estimation in Conditionally Heteroscedastic Time Series Models by Daniel Straumann is 228 pages long, and a total of 58,824 words.

This makes it 77% the length of the average book. It also has 72% more words than the average book.

How Long Does it Take to Read Estimation in Conditionally Heteroscedastic Time Series Models Aloud?

The average oral reading speed is 183 words per minute. This means it takes 5 hours and 21 minutes to read Estimation in Conditionally Heteroscedastic Time Series Models aloud.

What Reading Level is Estimation in Conditionally Heteroscedastic Time Series Models?

Estimation in Conditionally Heteroscedastic Time Series Models is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Estimation in Conditionally Heteroscedastic Time Series Models?

Estimation in Conditionally Heteroscedastic Time Series Models by Daniel Straumann is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

To buy Estimation in Conditionally Heteroscedastic Time Series Models by Daniel Straumann on Amazon click the button below.