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ARCH Models and Financial Applications - Christian Gourieroux - Bog

af Christian Gourieroux

indgår i Springer Series in Statistics serien

ARCH Models and Financial Applications af Christian Gourieroux
Bag om ARCH Models and Financial Applications

The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387948768
  • Indbinding:
  • Hardback
  • Sideantal:
  • 229
  • Udgivet:
  • 1. Marts 1997
  • Udgave:
  • 1997
  • Størrelse:
  • 235x155x14 mm.
  • Vægt:
  • 1150 g.
  • 2-3 uger.
  • 16. Juli 2024

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af ARCH Models and Financial Applications

The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.

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