GARCH models : structure, statistical inference and financial applications
Christian Francq (CREST and University of Lille, France), Jean-Michel Zakoian (CREST and University of Lille, France)
| Alternative title: | Modèles GARCH |
|---|---|
| Year of publication: |
2019 ; Second edition
|
| Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | ARCH-Modell | ARCH model | Induktive Statistik | Statistical inference | Modellierung | Scientific modelling | Finanzmathematik | Mathematical finance | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [zbmath.org] |
| Extent: | xvi, 487 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 467-484 Aus dem Französischen übersetzt |
| ISBN: | 978-1-119-31357-1 ; 978-1-119-31356-4 ; 978-1-119-31348-9 ; 978-1-119-31347-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012011633