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] |
Erscheint auch als (Online-Ausgabe):
Francq, Christian, author. GARCH models. - Hoboken, NJ : John Wiley & Sons, 2019
Erscheint auch als (Online-Ausgabe):
Francq, Christian *1962-*. GARCH models, Second edition. - Hoboken, NJ : Wiley, 2019. - 1 Online-Ressource (xvi, 487 Seiten)
Persistent link: https://www.econbiz.de/10012011633