GARCH models: structure, statistical inference, and financial applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
2010
|
| Subjects: | |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | xiv, 489 p. |
| ISBN: | 9780470683910 |
Staff View
MARC
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| 500 | |a Includes bibliographical references and index | ||
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| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Investments |x Mathematical models | |
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Record in the Search Index
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| author_sort | Francq, Christian 1962- |
| author_variant | c f cf |
| building | Verbundindex |
| bvnumber | BV044145329 |
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| 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 |
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| physical | xiv, 489 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Wiley |
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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 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 |