Cargando…

GARCH models : structure, statistical inference and financial applications /

Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced re...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Francq, Christian (Autor), Zakoian, Jean-Michel (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, NJ : John Wiley & Sons, 2019.
Edición:Second edition.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)