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GARCH models: structure, statistical inference, and financial applications

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Bibliographic Details
Main Author:	Francq, Christian 1962- (Author)
Format:	Electronic eBook
Language:	English
Published:	Chichester, West Sussex Wiley 2010
Subjects:	Mathematisches Modell Finance / Mathematical models Investments / Mathematical models Kreditmarkt Inferenzstatistik GARCH-Prozess Zeitreihenanalyse
Online Access:	Volltext
Item Description:	Includes bibliographical references (p. [473]-486) and index
Physical Description:	1 Online-Ressource (xiv, 489 p.)
ISBN:	9781282794511

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MARC


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Record in the Search Index

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dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
format	Electronic eBook
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indexdate	2024-07-10T01:08:04Z
institution	BVB
isbn	9781282794511
language	English
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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 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

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