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GARCH models : structure, statistical inference and financial applications /
This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including EGARCH, TGARCH and APGARCH, volatility features such as asymmetries and financial applications. Many sections are ba...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés Francés |
| Published: |
Chichester, West Sussex, U.K. :
John Wiley and Sons,
2010.
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| Subjects: | |
| Online Access: | Texto completo (Requiere registro previo con correo institucional) |