GARCH models: structure, statistical inference, and financial applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2010
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xiv, 489 p. |
| ISBN: | 9780470683910 |
Internformat
MARC
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| 020 | |a 9780470683910 |c cloth |9 978-0-470-68391-0 | ||
| 035 | |a (ZDB-30-PAD)EBC555060 | ||
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| 082 | 0 | |a 332.01/5195 |2 22 | |
| 100 | 1 | |a Francq, Christian |d 1962- |e Verfasser |0 (DE-588)171416821 |4 aut | |
| 240 | 1 | 0 | |a Modèles GARCH |
| 245 | 1 | 0 | |a GARCH models |b structure, statistical inference, and financial applications |c Christian Francq, Jean-Michel Zakoian |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2010 | |
| 300 | |a xiv, 489 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Investments |x Mathematical models | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a GARCH-Prozess |0 (DE-588)4346436-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Inferenzstatistik |0 (DE-588)4247120-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 2 | |a GARCH-Prozess |0 (DE-588)4346436-1 |D s |
| 689 | 0 | 3 | |a Inferenzstatistik |0 (DE-588)4247120-5 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Zakoïan, Jean-Michel |d 1962- |e Sonstige |0 (DE-588)17110482X |4 oth | |
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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 | BV044145329 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| ctrlnum | (ZDB-30-PAD)EBC555060 (ZDB-89-EBL)EBL555060 (OCoLC)838294423 (DE-599)BVBBV044145329 |
| 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 | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044145329 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:44:59Z |
| institution | BVB |
| isbn | 9780470683910 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029552174 |
| oclc_num | 838294423 |
| open_access_boolean | |
| physical | xiv, 489 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| 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 Zakoian Hoboken, NJ Wiley 2010 xiv, 489 p. txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Mathematisches Modell Finance Mathematical models Investments Mathematical models 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 1\p DE-604 Zakoïan, Jean-Michel 1962- Sonstige (DE-588)17110482X oth 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 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 | Mathematisches Modell Finance Mathematical models Investments Mathematical models 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 | Mathematisches Modell Finance Mathematical models Investments Mathematical models Zeitreihenanalyse Kreditmarkt GARCH-Prozess Inferenzstatistik |
| work_keys_str_mv | AT francqchristian modelesgarch AT zakoianjeanmichel modelesgarch AT francqchristian garchmodelsstructurestatisticalinferenceandfinancialapplications AT zakoianjeanmichel garchmodelsstructurestatisticalinferenceandfinancialapplications |