GARCH models: structure, statistical inference, and financial applications
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Chichester, West Sussex
Wiley
2010
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Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Includes bibliographical references (p. [473]-486) and index |
Beschreibung: | 1 Online-Ressource (xiv, 489 p.) |
ISBN: | 9781282794511 |
Internformat
MARC
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245 | 1 | 0 | |a GARCH models |b structure, statistical inference, and financial applications |c Christian Francq, Jean-Michel Zakoïan |
264 | 1 | |a Chichester, West Sussex |b Wiley |c 2010 | |
300 | |a 1 Online-Ressource (xiv, 489 p.) | ||
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650 | 4 | |a Finance / Mathematical models | |
650 | 4 | |a Investments / Mathematical models | |
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Datensatz im Suchindex
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any_adam_object | |
author | Francq, Christian 1962- |
author_GND | (DE-588)171416821 (DE-588)17110482X |
author_facet | Francq, Christian 1962- |
author_role | aut |
author_sort | Francq, Christian 1962- |
author_variant | c f cf |
building | Verbundindex |
bvnumber | BV041910301 |
classification_rvk | QH 237 SK 845 SK 980 |
collection | ZDB-26-MYL |
ctrlnum | (OCoLC)671530901 (DE-599)BVBBV041910301 |
dewey-full | 332.01/5195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.01/5195 |
dewey-search | 332.01/5195 |
dewey-sort | 3332.01 45195 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-07-10T01:08:04Z |
institution | BVB |
isbn | 9781282794511 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027353971 |
oclc_num | 671530901 |
open_access_boolean | |
physical | 1 Online-Ressource (xiv, 489 p.) |
psigel | ZDB-26-MYL |
publishDate | 2010 |
publishDateSearch | 2010 |
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publisher | Wiley |
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 Zakoïan Chichester, West Sussex Wiley 2010 1 Online-Ressource (xiv, 489 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. [473]-486) and index Mathematisches Modell Finance / Mathematical models Investments / Mathematical models Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 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 1\p DE-604 Zakoïan, Jean-Michel 1962- Sonstige (DE-588)17110482X oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-68391-0 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-68391-0 http://lib.myilibrary.com?id=279451 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Francq, Christian 1962- GARCH models structure, statistical inference, and financial applications Mathematisches Modell Finance / Mathematical models Investments / Mathematical models Kreditmarkt (DE-588)4073788-3 gnd Inferenzstatistik (DE-588)4247120-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
subject_GND | (DE-588)4073788-3 (DE-588)4247120-5 (DE-588)4346436-1 (DE-588)4067486-1 |
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 Zakoïan |
title_fullStr | GARCH models structure, statistical inference, and financial applications Christian Francq, Jean-Michel Zakoïan |
title_full_unstemmed | GARCH models structure, statistical inference, and financial applications Christian Francq, Jean-Michel Zakoïan |
title_short | GARCH models |
title_sort | garch models structure statistical inference and financial applications |
title_sub | structure, statistical inference, and financial applications |
topic | Mathematisches Modell Finance / Mathematical models Investments / Mathematical models Kreditmarkt (DE-588)4073788-3 gnd Inferenzstatistik (DE-588)4247120-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
topic_facet | Mathematisches Modell Finance / Mathematical models Investments / Mathematical models Kreditmarkt Inferenzstatistik GARCH-Prozess Zeitreihenanalyse |
url | http://lib.myilibrary.com?id=279451 |
work_keys_str_mv | AT francqchristian modelesgarch AT zakoianjeanmichel modelesgarch AT francqchristian garchmodelsstructurestatisticalinferenceandfinancialapplications AT zakoianjeanmichel garchmodelsstructurestatisticalinferenceandfinancialapplications |