Book of Donmon Teith

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced

Spline Regression Models shows how to use dummy variables to formulate and estimate spline regression models both in situations where the number and location of

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent

Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ