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ARCH Models and Financial Applications - Springer Series in Statistics 1997 edition
Christian Gourieroux
ARCH Models and Financial Applications - Springer Series in Statistics 1997 edition
Christian Gourieroux
The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.
229 pages, biography
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 1 de abril de 1997 |
ISBN13 | 9780387948768 |
Editoras | Springer-Verlag New York Inc. |
Páginas | 229 |
Dimensões | 155 × 235 × 14 mm · 453 g |
Idioma | English French |
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