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] |
Online-Ausg.:
Francq, Christian *1962-*. GARCH models. - Chichester, West Sussex : Wiley, 2010. - XIV, 489 S.
Online-Ausg. bei MyiLibrary:
Francq, Christian. GARCH models, Online-Ausg.. - Chichester, West Sussex : Wiley, 2010. - Online-Ressource (1 online resource (xiv, 489 p.))
Persistent link: https://www.econbiz.de/10003954916