GARCH models : structure, statistical inference and financial applications
Christian Francq; Jean-Michel Zakoïan
| Alternative title: | Modèles GARCH <engl.> |
|---|---|
| Year of publication: |
2010
|
| Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
| Publisher: |
Chichester, West Sussex : Wiley |
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Induktive Statistik | Statistical inference | Finanzmarkt | Financial market | Kreditmarkt | GARCH-Prozess | Inferenzstatistik |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XIV, 489 S. graph. Darst. 25 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [473] - 486 Erscheint: 01. Juli 2010 |
| ISBN: | 978-0-470-68391-0 ; 0-470-68391-0 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003954916