GARCH models : structure, statistical inference, and financial applications

GARCH models structure, statistical inference, and financial applications

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This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as wel...

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Detalles Bibliográficos
Autor principal: Francq, Christian (-)
Otros Autores: Zakoian, Jean-Michel
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, NJ : Wiley 2010.
Edición:1st edition
Materias:
Finance > Mathematical models.
Investments > Mathematical models.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628459206719

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