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现货Garch Models: Structure, Statistical Inference and Financial Applications[9780470683910]
￥ 987 九五品
仅1件
作者Francq, Christian ; Zakoian, Jean-Michel
出版社Wiley
ISBN9780470683910
出版时间2010-08
装帧精装
纸张其他
页数504页
正文语种英语
上书时间2023-08-16
- 最新上架
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商品详情
- 品相描述：九五品
- 商品描述
- This book, which is a French translation, provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including EGARCH, TGARCH and APGARCH, volatility features such as asymmetries and financial applications. Many sections are based on up to date research, featured in econometric and statistic journals. GARCH models is accessible to a wide audience who have worked in time series analysis and wish to become familiar with the use and modeling techniques specially devoted to financial time series.
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