ARCH models for financial applications /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Xekalaki, Evdokia
Other Authors: Degiannakis, Stavros
Format: Electronic eBook
Language:Inglés
Published: Chichester ; Hoboken : John Wiley & Sons, ©2010.
Subjects:
Finance > Mathematical models.
Autoregression (Statistics)
Finances > Modèles mathématiques.
Autorégression (Statistique)
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
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