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ARCH models for financial applications /
ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester ; Hoboken :
John Wiley & Sons,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergradua. |
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| Descripción Física: | 1 online resource (1 electronic resource (xx, 538 pages)) |
| Bibliografía: | Includes bibliographical references (pages 479-520) and index. |
| ISBN: | 9780470688014 0470688017 9780470688021 0470688025 047006630X 9780470066300 9786612547744 661254774X 1282547747 9781282547742 |