ARCH Models and Financial Applications / Christian Gouriéroux

• Autore: Gouriéroux, Christian
• Pubblicazione: New York, : Springer, 1997
• Descrizione fisica: ix, 228 p. : ill. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Asset pricing; Calculus; Differential equations; Dynamics; Economics; Efficiency; Equilibrium; Hedging; Latent variables; Monetary economics; Regression; Statistical Theory; Stochastic differential equations; Stochastic processes
• Titolo autorizzato: ARCH models and financial applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00297701
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4612-1860-9
• Serie: Springer series in statistics Berlin [etc.] . -Springer