ARCH models for financial applications:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester
John Wiley & Sons
©2010
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | Includes bibliographical references (pages 479-520) and index ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergradua |
| Beschreibung: | 1 Online-Ressource (1 electronic resource (xx, 538 pages)) |
| ISBN: | 9780470688014 0470688017 9780470688021 0470688025 |
Internformat
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Xekalaki, Evdokia |
| author_facet | Xekalaki, Evdokia |
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| author_sort | Xekalaki, Evdokia |
| author_variant | e x ex |
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| bvnumber | BV043391345 |
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| collection | ZDB-35-WIC |
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| dewey-full | 332.01/519536 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/519536 |
| dewey-search | 332.01/519536 |
| dewey-sort | 3332.01 6519536 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043391345 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:41Z |
| institution | BVB |
| isbn | 9780470688014 0470688017 9780470688021 0470688025 |
| language | English |
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| physical | 1 Online-Ressource (1 electronic resource (xx, 538 pages)) |
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| publisher | John Wiley & Sons |
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| spelling | Xekalaki, Evdokia Verfasser aut ARCH models for financial applications Evdokia Xekalaki, Stavros Degiannakis Chichester John Wiley & Sons ©2010 1 Online-Ressource (1 electronic resource (xx, 538 pages)) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 479-520) and index ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergradua BUSINESS & ECONOMICS / Finance bisacsh Autoregression (Statistics) fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Autoregression (Statistics) Finanzmathematik (DE-588)4017195-4 gnd rswk-swf ARCH-Prozess (DE-588)4346437-3 gnd rswk-swf Electronic books ARCH-Prozess (DE-588)4346437-3 s Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Degiannakis, Stavros Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-06630-0 https://onlinelibrary.wiley.com/doi/book/10.1002/9780470688014 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Xekalaki, Evdokia ARCH models for financial applications BUSINESS & ECONOMICS / Finance bisacsh Autoregression (Statistics) fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Autoregression (Statistics) Finanzmathematik (DE-588)4017195-4 gnd ARCH-Prozess (DE-588)4346437-3 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4346437-3 |
| title | ARCH models for financial applications |
| title_auth | ARCH models for financial applications |
| title_exact_search | ARCH models for financial applications |
| title_full | ARCH models for financial applications Evdokia Xekalaki, Stavros Degiannakis |
| title_fullStr | ARCH models for financial applications Evdokia Xekalaki, Stavros Degiannakis |
| title_full_unstemmed | ARCH models for financial applications Evdokia Xekalaki, Stavros Degiannakis |
| title_short | ARCH models for financial applications |
| title_sort | arch models for financial applications |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Autoregression (Statistics) fast Finance / Mathematical models fast Mathematisches Modell Wirtschaft Finance / Mathematical models Autoregression (Statistics) Finanzmathematik (DE-588)4017195-4 gnd ARCH-Prozess (DE-588)4346437-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Autoregression (Statistics) Finance / Mathematical models Mathematisches Modell Wirtschaft Finanzmathematik ARCH-Prozess |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9780470688014 |
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