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GARCH Models: Structure, Statistical Inference and Financial Applications

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Bibliographische Detailangaben
1. Verfasser:	Francq, Christian 1962- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Newark Wiley 2019
Ausgabe:	Second Edition
Schlagworte:	Finance-Mathematical models. Investments-Mathematical models Inferenzstatistik GARCH-Prozess Zeitreihenanalyse Kreditmarkt
Beschreibung:	xvi, 487 Seiten Diagramme
ISBN:	9781119313571

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MARC


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Datensatz im Suchindex

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author_GND	(DE-588)171416821 (DE-588)17110482X
author_facet	Francq, Christian 1962-
author_role	aut
author_sort	Francq, Christian 1962-
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ctrlnum	(OCoLC)1107037553 (DE-599)BVBBV046080495
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
edition	Second Edition
format	Book
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physical	xvi, 487 Seiten Diagramme
publishDate	2019
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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, CREST and University of Lille, France, Jean-Michel Zakoian, CREST and University of Lille, France Second Edition Newark Wiley 2019 © 2019 xvi, 487 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Finance-Mathematical models. Investments-Mathematical models 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 Kreditmarkt (DE-588)4073788-3 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 Online-Ausgabe 978-1-119-31356-4 (DE-604)BV046076992 Überarbeitung von Chichester : Wiley, 2010 978-0-470-68391-0 (DE-604)BV036623149 2 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 Finance-Mathematical models. Investments-Mathematical models Inferenzstatistik (DE-588)4247120-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Kreditmarkt (DE-588)4073788-3 gnd
subject_GND	(DE-588)4247120-5 (DE-588)4346436-1 (DE-588)4067486-1 (DE-588)4073788-3
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, CREST and University of Lille, France, Jean-Michel Zakoian, CREST and University of Lille, France
title_fullStr	GARCH Models Structure, Statistical Inference and Financial Applications Christian Francq, CREST and University of Lille, France, Jean-Michel Zakoian, CREST and University of Lille, France
title_full_unstemmed	GARCH Models Structure, Statistical Inference and Financial Applications Christian Francq, CREST and University of Lille, France, Jean-Michel Zakoian, CREST and University of Lille, France
title_short	GARCH Models
title_sort	garch models structure statistical inference and financial applications
title_sub	Structure, Statistical Inference and Financial Applications
topic	Finance-Mathematical models. Investments-Mathematical models Inferenzstatistik (DE-588)4247120-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Kreditmarkt (DE-588)4073788-3 gnd
topic_facet	Finance-Mathematical models. Investments-Mathematical models Inferenzstatistik GARCH-Prozess Zeitreihenanalyse Kreditmarkt
work_keys_str_mv	AT francqchristian modelesgarch AT zakoianjeanmichel modelesgarch AT francqchristian garchmodelsstructurestatisticalinferenceandfinancialapplications AT zakoianjeanmichel garchmodelsstructurestatisticalinferenceandfinancialapplications

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