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ARCH Models and Financial Applications - Springer Series in Statistics Christian Gourieroux Softcover reprint of the original 1st ed. 1997 edition
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ARCH Models and Financial Applications - Springer Series in Statistics
Christian Gourieroux
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics. Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.
229 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 6 de octubre de 2012 |
| ISBN13 | 9781461273141 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 229 |
| Dimensiones | 155 × 235 × 13 mm · 344 g |
| Lengua | Inglés |
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