Name: ARCH Models and Financial Applications
Price: 1221.95 DKK
Availability: InStock
Author: Christian Gourieroux
ISBN: 9780387948768

ARCH Models and Financial Applications af Christian Gourieroux

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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

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Hardback

Sideantal:
229

Udgivet:
1. marts 1997

Udgave:
1997

Størrelse:
235x155x14 mm.

Vægt:
1150 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 30. november 2024

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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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