Holdings: GARCH models :: THWS Bibkatalog

GARCH models: structure, statistical inference and financial applications

Saved in:

Bibliographic Details
Main Authors:	Francq, Christian 1962- (Author), Zakoïan, Jean-Michel 1962- (Author)
Format:	Electronic eBook
Language:	English
Published:	Hoboken, NJ Wiley 2019
Edition:	Second edition
Subjects:	Inferenzstatistik GARCH-Prozess Zeitreihenanalyse Kreditmarkt Finance / Mathematical models Investments / Mathematical models BUSINESS & ECONOMICS ; Finance Finance ; Mathematical models Investments ; Mathematical models
Online Access:	FUBA1 Volltext
Physical Description:	1 Online-Ressource (xvi, 487 Seiten) Diagramme
ISBN:	9781119313472 9781119313564

Staff View

MARC


LEADER	00000nmm a2200000 c 4500
001	BV048513696
003	DE-604
005	00000000000000.0
007	cr\|uuu---uuuuu
008	221017s2019 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 9781119313472 \|c Online \|9 978-1-119-31347-2
020			\|a 9781119313564 \|c EBook \|9 978-1-119-31356-4
024	7		\|a 10.1002/9781119313472 \|2 doi
035			\|a (OCoLC)1349534637
035			\|a (DE-599)KXP1665317418
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
049			\|a DE-188
082	0		\|a 332.01/5195
084			\|a QH 237 \|0 (DE-625)141552: \|2 rvk
084			\|a SK 845 \|0 (DE-625)143262: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
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 (CREST and University of Lille, France), Jean-Michel Zakoian (CREST and University of Lille, France)
250			\|a Second edition
264		1	\|a Hoboken, NJ \|b Wiley \|c 2019
300			\|a 1 Online-Ressource (xvi, 487 Seiten) \|b Diagramme
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
650	0	7	\|a Inferenzstatistik \|0 (DE-588)4247120-5 \|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 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
653		0	\|a Finance / Mathematical models
653		0	\|a Investments / Mathematical models
653		0	\|a BUSINESS & ECONOMICS ; Finance
653		0	\|a Finance ; Mathematical models
653		0	\|a Investments ; Mathematical models
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 Verfasser \|0 (DE-588)17110482X \|4 aut
776	0	8	\|i Erscheint auch als \|n Druck-Ausgabe \|z 978-1-119-31357-1
856	4	0	\|u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472 \|x Resolving-System \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-35-UBC \|a ZDB-35-WIC
999			\|a oai:aleph.bib-bvb.de:BVB01-033890673
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
966	e		\|u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472 \|l FUBA1 \|p ZDB-35-WIC \|q ZDB-35-WIC 2021 \|x Verlag \|3 Volltext

Record in the Search Index

_version_	1804184492276973568
adam_txt
any_adam_object
any_adam_object_boolean
author	Francq, Christian 1962- Zakoïan, Jean-Michel 1962-
author_GND	(DE-588)171416821 (DE-588)17110482X
author_facet	Francq, Christian 1962- Zakoïan, Jean-Michel 1962-
author_role	aut aut
author_sort	Francq, Christian 1962-
author_variant	c f cf j m z jmz
building	Verbundindex
bvnumber	BV048513696
classification_rvk	QH 237 SK 845 SK 980
collection	ZDB-35-UBC ZDB-35-WIC
ctrlnum	(OCoLC)1349534637 (DE-599)KXP1665317418
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
discipline_str_mv	Mathematik Wirtschaftswissenschaften
edition	Second edition
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02529nmm a2200589 c 4500</leader><controlfield tag="001">BV048513696</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">221017s2019 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119313472</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-119-31347-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119313564</subfield><subfield code="c">EBook</subfield><subfield code="9">978-1-119-31356-4</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781119313472</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1349534637</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KXP1665317418</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.01/5195</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 845</subfield><subfield code="0">(DE-625)143262:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Francq, Christian</subfield><subfield code="d">1962-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171416821</subfield><subfield code="4">aut</subfield></datafield><datafield tag="240" ind1="1" ind2="0"><subfield code="a">Modèles GARCH</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">GARCH models</subfield><subfield code="b">structure, statistical inference and financial applications</subfield><subfield code="c">Christian Francq (CREST and University of Lille, France), Jean-Michel Zakoian (CREST and University of Lille, France)</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley</subfield><subfield code="c">2019</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xvi, 487 Seiten)</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Inferenzstatistik</subfield><subfield code="0">(DE-588)4247120-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Investments / Mathematical models</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">BUSINESS & ECONOMICS ; Finance</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Finance ; Mathematical models</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Investments ; Mathematical models</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Inferenzstatistik</subfield><subfield code="0">(DE-588)4247120-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zakoïan, Jean-Michel</subfield><subfield code="d">1962-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)17110482X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-1-119-31357-1</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472</subfield><subfield code="x">Resolving-System</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-UBC</subfield><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033890673</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472</subfield><subfield code="l">FUBA1</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">ZDB-35-WIC 2021</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV048513696
illustrated	Not Illustrated
index_date	2024-07-03T20:48:25Z
indexdate	2024-07-10T09:40:12Z
institution	BVB
isbn	9781119313472 9781119313564
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-033890673
oclc_num	1349534637
open_access_boolean
owner	DE-188
owner_facet	DE-188
physical	1 Online-Ressource (xvi, 487 Seiten) Diagramme
psigel	ZDB-35-UBC ZDB-35-WIC ZDB-35-WIC ZDB-35-WIC 2021
publishDate	2019
publishDateSearch	2019
publishDateSort	2019
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 (CREST and University of Lille, France), Jean-Michel Zakoian (CREST and University of Lille, France) Second edition Hoboken, NJ Wiley 2019 1 Online-Ressource (xvi, 487 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier 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 Finance / Mathematical models Investments / Mathematical models BUSINESS & ECONOMICS ; Finance Finance ; Mathematical models Investments ; Mathematical models 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- Verfasser (DE-588)17110482X aut Erscheint auch als Druck-Ausgabe 978-1-119-31357-1 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472 Resolving-System URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Francq, Christian 1962- Zakoïan, Jean-Michel 1962- GARCH models structure, statistical inference and financial applications 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_exact_search_txtP	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	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	Inferenzstatistik GARCH-Prozess Zeitreihenanalyse Kreditmarkt
url	https://onlinelibrary.wiley.com/doi/book/10.1002/9781119313472
work_keys_str_mv	AT francqchristian modelesgarch AT zakoianjeanmichel modelesgarch AT francqchristian garchmodelsstructurestatisticalinferenceandfinancialapplications AT zakoianjeanmichel garchmodelsstructurestatisticalinferenceandfinancialapplications

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text

MARC

Record in the Search Index

There is no print copy available.

Similar Items