Overview :This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and... Read More
Overview :This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, prese... Read More
Overview :The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedastic... Read More