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GARCH models = structure, statistica...

Zakoian, Jean-Michel.

GARCH models = structure, statistical inference and financial applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	GARCH models/ Christian Francq, Jean-Michel Zakoian.
Reminder of title:	structure, statistical inference and financial applications /
remainder title:	General autoregressive conditional heteroskedasticity models
Author:	Francq, Christian.
other author:	Zakoian, Jean-Michel.
Published:	Hoboken, NJ :John Wiley & Sons, : 2019.,
Description:	1 online resource (xvi, 487 p.) :ill. :
Subject:	Finance - Mathematical models. -
Online resource:	https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472
ISBN:	9781119313472

GARCH models = structure, statistical inference and financial applications /
Francq, Christian.

GARCH modelsstructure, statistical inference and financial applications /[electronic resource] :General autoregressive conditional heteroskedasticity modelsChristian Francq, Jean-Michel Zakoian. - 2nd ed. - Hoboken, NJ :John Wiley & Sons,2019. - 1 online resource (xvi, 487 p.) :ill.

Includes bibliographical references and index.

This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including GARCH, TGARCH and APGARCH, volatility features such as asymmetries and financial applications. Many sections are based on up to date research, featured in econometric and statistic journals. GARCH models is accessible to a wide audience who have worked in time series analysis and wish to become familiar with the use and modeling techniques specially devoted to financial time series.

Translated from the French.

ISBN: 9781119313472Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG106 / .F7213 2019

Dewey Class. No.: 332.01/5195

GARCH models = structure, statistical inference and financial applications /
LDR:01777cam a2200325 a 4500 001 1042393
003 OCoLC
005 20190517032101.1
006 m o d
007 cr cnu---unuuu
008 211216s2019 njua ob 001 0 eng d
020 $a 9781119313472 $q (electronic bk.)
020 $a 9781119313564 $q (Adobe PDF)
020 $a 9781119313489 $q (ePub)
020 $z 9781119313571 $q (hbk.)
035 $a 1083672934
040 $a DLC $b eng $c DLC $d OCLCO $d OCLCF $d DG1 $d N $d YDX $d EBLCP $d MERER $d YDX $d CHVBK
041 1 $a eng $h fre
050 1 4 $a HG106 $b .F7213 2019
082 0 0 $a 332.01/5195 $2 23
100 1 $a Francq, Christian. $3 839439
240 1 0 $a Modèles GARCH. $l English
245 1 0 $a GARCH models $h [electronic resource] : $b structure, statistical inference and financial applications / $c Christian Francq, Jean-Michel Zakoian.
246 3 $a General autoregressive conditional heteroskedasticity models
250 $a 2nd ed.
260 $a Hoboken, NJ : $b John Wiley & Sons, $c 2019.
300 $a 1 online resource (xvi, 487 p.) : $b ill.
504 $a Includes bibliographical references and index.
520 $a This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including GARCH, TGARCH and APGARCH, volatility features such as asymmetries and financial applications. Many sections are based on up to date research, featured in econometric and statistic journals. GARCH models is accessible to a wide audience who have worked in time series analysis and wish to become familiar with the use and modeling techniques specially devoted to financial time series.
546 $a Translated from the French.
588 $a Description based on print version record.
650 0 $a Finance $x Mathematical models. $3 557653
650 0 $a Investments $x Mathematical models. $3 566107
700 1 $a Zakoian, Jean-Michel. $3 839440
856 4 0 $u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472

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