LEADER 02625nam0 2200361 450 001 000031987 005 20180906113924.0 010 $a9780470670057 014 $aDOI:10.1002/9780470670057 100 $a20180906d2010----km-y0itay50------ba 101 0 $aeng 102 $aUK 105 $ay-------001yy 200 1 $aGARCH Models$eStructure, Statistical Inference and Financial Applications$fChristian Francq, Jean\2010Michel Zakoïan$brisorsa elettronica 210 $aUnited Kingdom$cJohn Wiley & Sons Ltd$d2010 215 $a488 p.$cill. 230 $aDati testuali (1 file: 4 Mb) 300 $aModalità di accesso: World Wide Web 300 $aConsultazione online 327 1 $aIndice del libro free access:$uhttps://onlinelibrary.wiley.com/doi/10.1002/9780470670057.fmatter 330 $aThis book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models 410 0$12001 500 10$aGARCH Models : Structure, Statistical Inference and Financial Applications$91511245 610 1 $aModelli matematici finanziari 610 1 $aInvestimenti$aModelli matematici 676 $a332.01$v21$9Economia finanziaria. Filosofia e teoria 700 1$aFrancq,$bChristian$0614595 701 1$aZakoïan,$bJean\2010Michel$0751773 801 0$aIT$bUNIPARTHENOPE$c20180906$gRICA$2UNIMARC 856 4 $uhttps://onlinelibrary.wiley.com/doi/book/10.1002/9780470670057$zAccesso limitato alla rete di Ateneo Università di Napoli "Parthenope"$edata ultima consultazione: 06/09/2018 912 $a000031987 996 $aGARCH Models : Structure, Statistical Inference and Financial Applications$91511245 997 $aUNIPARTHENOPE