GARCH models : structure, statistical inference and financial applications

GARCH models structure, statistical inference and financial applications

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 r...

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Detalles Bibliográficos
Otros Autores: Francq, Christian, author (author), Zakoian, Jean-Michel, author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, NJ : Wiley 2019.
Edición:Second edition
Materias:
Finance > Mathematical models.
Investments > Mathematical models.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631266706719

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