02372nam0 22005653i 450 VAN0029770120251013113320.202N978146121860920250903d1997 |0itac50 baengUS|||| |||||i e bcrARCH Models and Financial ApplicationsChristian GouriérouxNew YorkSpringer1997ix, 228 p.ill.24 cm001VAN000365092001 Springer series in statistics210 Berlin [etc.]Springer62-XXStatistics [MSC 2020]VANC022998MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF91B84Economic time series analysis [MSC 2020]VANC030773MF91G70Statistical methods; risk measures [MSC 2020]VANC030929MFAsset pricingKW:KCalculusKW:KDifferential equationsKW:KDynamicsKW:KEconomicsKW:KEfficiencyKW:KEquilibriumKW:KHedgingKW:KLatent variablesKW:KMonetary economicsKW:KRegressionKW:KStatistical TheoryKW:KStochastic differential equationsKW:KStochastic processesKW:KUSNew YorkVANL000011GouriérouxChristianVANV25337189156Springer <editore>VANV108073650ITSOL20251017RICAhttps://doi.org/10.1007/978-1-4612-1860-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00297701BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12486 08eMF12486 20251006 ARCH models and financial applications677790UNICAMPANIA