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Record Nr. |
UNICAMPANIAVAN00297701 |
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Autore |
Gouriéroux, Christian |
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Titolo |
ARCH Models and Financial Applications / Christian Gouriéroux |
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Pubbl/distr/stampa |
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New York, : Springer, 1997 |
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Descrizione fisica |
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ix, 228 p. : ill. ; 24 cm |
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Soggetti |
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62-XX - Statistics [MSC 2020] |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
62P20 - Applications of statistics to economics [MSC 2020] |
91B84 - Economic time series analysis [MSC 2020] |
91G70 - Statistical methods; risk measures [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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