Vi bøger
Trustpilot
Levering: 1 - 2 hverdage
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Økonomi og finans
  5. ARCH Models and Financial Applications

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387948768
  • Indbinding:
  • Hardback
  • Sideantal:
  • 229
  • Udgivet:
  • 1. marts 1997
  • Udgave:
  • 1997
  • Størrelse:
  • 235x155x14 mm.
  • Vægt:
  • 1150 g.
  • 8-11 hverdage.
  • 16. januar 2025

Normalpris

Medlemspris

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

Bag om Christian Gourieroux

Vis alle bøger af Christian Gourieroux

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.

Brugerbedømmelser af ARCH Models and Financial Applications



Andre købte også..
Find lignende bøger
Bogen ARCH Models and Financial Applications findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.