Stochastic Processes and Calculus
Uwe Hassler
in Springer Texts in Business and Economics from Springer
Date: 2016
Edition: 1st ed. 2016
ISBN: 978-3-319-23428-1
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Chapters in this book:
- Ch 1 Introduction
- Uwe Hassler
- Ch 2 Basic Concepts from Probability Theory
- Uwe Hassler
- Ch 3 Autoregressive Moving Average Processes (ARMA)
- Uwe Hassler
- Ch 4 Spectra of Stationary Processes
- Uwe Hassler
- Ch 5 Long Memory and Fractional Integration
- Uwe Hassler
- Ch 6 Processes with Autoregressive Conditional Heteroskedasticity (ARCH)
- Uwe Hassler
- Ch 7 Wiener Processes (WP)
- Uwe Hassler
- Ch 8 Riemann Integrals
- Uwe Hassler
- Ch 9 Stieltjes Integrals
- Uwe Hassler
- Ch 10 Ito Integrals
- Uwe Hassler
- Ch 11 Ito’s Lemma
- Uwe Hassler
- Ch 12 Stochastic Differential Equations (SDE)
- Uwe Hassler
- Ch 13 Interest Rate Models
- Uwe Hassler
- Ch 14 Asymptotics of Integrated Processes
- Uwe Hassler
- Ch 15 Trends, Integration Tests and Nonsense Regressions
- Uwe Hassler
- Ch 16 Cointegration Analysis
- Uwe Hassler
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-319-23428-1
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DOI: 10.1007/978-3-319-23428-1
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