GARCH models : structure, statistical inference and financial applications /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Francq, Christian (Author), Zakoian, Jean-Michel (Author)
Format: Electronic eBook
Language:Inglés
Published: Hoboken, NJ : John Wiley & Sons, 2019.
Edition:Second edition.
Subjects:
Finance > Mathematical models.
Investments > Mathematical models.
Finances > Modèles mathématiques.
Investissements > Modèles mathématiques.
Finance > Mathematical models
Investments > Mathematical models
Online Access:Texto completo (Requiere registro previo con correo institucional)

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Texto completo (Requiere registro previo con correo institucional)

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