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2 results for 'line garch model'

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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function. The knots of the spline functions are estimated as free parameters within a...

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$162.00

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Python for Finance Cookbook - Second Edition

Use modern Python libraries such as pandas, NumPy, and scikit-learn and popular machine learning and deep learning methods to solve financial modeling problemsPurchase of the print or Kindle book...

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$109.00

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