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GARCH models = structure, statistica...

Zakoian, Jean-Michel.

GARCH models = structure, statistical inference and financial applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	GARCH models/ Christian Francq, Jean-Michel Zakoian.
其他題名:	structure, statistical inference and financial applications /
其他題名:	General autoregressive conditional heteroskedasticity models
作者:	Francq, Christian.
其他作者:	Zakoian, Jean-Michel.
出版者:	Hoboken, NJ :John Wiley & Sons, : 2019.,
面頁冊數:	1 online resource (xvi, 487 p.) :ill. :
標題:	Investments - Mathematical models. -
電子資源:	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:

566107
Investments
--Mathematical models.

LC Class. No.: HG106 / .F7213 2019

Dewey Class. No.: 332.01/5195

GARCH models = structure, statistical inference and financial applications /
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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 Investments $x Mathematical models. $3 566107
650 0 $a Finance $x Mathematical models. $3 557653
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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