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GARCH models: structure, statistical inference and financial applications

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Bibliographic Details
Main Authors:	Francq, Christian 1962- (Author), Zakoïan, Jean-Michel 1962- (Author)
Format:	Electronic eBook
Language:	English French
Published:	Chichester [u.a.] Wiley 2010
Edition:	1. publ.
Subjects:	Zeitreihenanalyse Kreditmarkt GARCH-Prozess Inferenzstatistik
Online Access:	FRO01 TUM01 Volltext
Item Description:	Aus dem Franz. übers. Literaturverz. S. [473] - 486
Physical Description:	1 Online-Ressource (XIV, 489 S.) graph. Darst.
ISBN:	9780470670057

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MARC


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Record in the Search Index

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indexdate	2024-07-10T00:22:22Z
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isbn	9780470670057
language	English French
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record_format	marc
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
work_keys_str_mv	AT francqchristian modelesgarch AT zakoianjeanmichel modelesgarch AT francqchristian garchmodelsstructurestatisticalinferenceandfinancialapplications AT zakoianjeanmichel garchmodelsstructurestatisticalinferenceandfinancialapplications

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