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ARCH Models and Financial Applications - Springer Series in Statistics Christian Gourieroux 1997 edition
ARCH Models and Financial Applications - Springer Series in Statistics
Christian Gourieroux
The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.
229 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de abril de 1997 |
| ISBN13 | 9780387948768 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 229 |
| Dimensiones | 155 × 235 × 14 mm · 453 g |
| Lengua | Inglés Francés |
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