GARCH models: structure, statistical inference and financial applications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English French |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2010
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | FRO01 TUM01 Volltext |
| Beschreibung: | Aus dem Franz. übers. Literaturverz. S. [473] - 486 |
| Beschreibung: | 1 Online-Ressource (XIV, 489 S.) graph. Darst. |
| ISBN: | 9780470670057 |
Internformat
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| 245 | 1 | 0 | |a GARCH models |b structure, statistical inference and financial applications |c Christian Francq ; Jean-Michel Zakoian |
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Datensatz im Suchindex
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| author | Francq, Christian 1962- Zakoïan, Jean-Michel 1962- |
| author_GND | (DE-588)171416821 (DE-588)17110482X |
| author_facet | Francq, Christian 1962- Zakoïan, Jean-Michel 1962- |
| author_role | aut aut |
| author_sort | Francq, Christian 1962- |
| author_variant | c f cf j m z jmz |
| building | Verbundindex |
| bvnumber | BV040357359 |
| classification_rvk | QH 237 |
| classification_tum | WIR 150f MAT 634f |
| collection | ZDB-35-WIC |
| ctrlnum | (OCoLC)838294423 (DE-599)BVBBV040357359 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Electronic eBook |
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| id | DE-604.BV040357359 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:22:22Z |
| institution | BVB |
| isbn | 9780470670057 |
| language | English French |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025211286 |
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| physical | 1 Online-Ressource (XIV, 489 S.) graph. Darst. |
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| spelling | Francq, Christian 1962- Verfasser (DE-588)171416821 aut Modèles GARCH GARCH models structure, statistical inference and financial applications Christian Francq ; Jean-Michel Zakoian 1. publ. Chichester [u.a.] Wiley 2010 1 Online-Ressource (XIV, 489 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Aus dem Franz. übers. Literaturverz. S. [473] - 486 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Kreditmarkt (DE-588)4073788-3 s GARCH-Prozess (DE-588)4346436-1 s Inferenzstatistik (DE-588)4247120-5 s DE-604 Zakoïan, Jean-Michel 1962- Verfasser (DE-588)17110482X aut https://onlinelibrary.wiley.com/doi/book/10.1002/9780470670057 Volltext |
| spellingShingle | Francq, Christian 1962- Zakoïan, Jean-Michel 1962- GARCH models structure, statistical inference and financial applications Zeitreihenanalyse (DE-588)4067486-1 gnd Kreditmarkt (DE-588)4073788-3 gnd GARCH-Prozess (DE-588)4346436-1 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4073788-3 (DE-588)4346436-1 (DE-588)4247120-5 |
| title | GARCH models structure, statistical inference and financial applications |
| title_alt | Modèles GARCH |
| title_auth | GARCH models structure, statistical inference and financial applications |
| title_exact_search | GARCH models structure, statistical inference and financial applications |
| title_full | GARCH models structure, statistical inference and financial applications Christian Francq ; Jean-Michel Zakoian |
| title_fullStr | GARCH models structure, statistical inference and financial applications Christian Francq ; Jean-Michel Zakoian |
| title_full_unstemmed | GARCH models structure, statistical inference and financial applications Christian Francq ; Jean-Michel Zakoian |
| title_short | GARCH models |
| title_sort | garch models structure statistical inference and financial applications |
| title_sub | structure, statistical inference and financial applications |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Kreditmarkt (DE-588)4073788-3 gnd GARCH-Prozess (DE-588)4346436-1 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| topic_facet | Zeitreihenanalyse Kreditmarkt GARCH-Prozess Inferenzstatistik |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9780470670057 |
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