ARCH Models and Financial Applications

Language: English

Published by Springer New York, 1997

0387948767 / 9780387948768

Series: Book 35 of 160 - Springer Series in Statistics

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1 Introduction.- 1.1 The Development of ARCH Models.- 1.2 Book Content.- 2 Linear and Nonlinear Processes.- 2.1 Stochastic Processes.- 2.2 Weak and Strict Stationarity.- 2.3 A Few Examples.- 2.4 Nonlinearities.- 2.4.1 Portmanteau Statistic.- 2.4.2 Some Impl.

Seller Inventory # 5912238

Title
ARCH Models and Financial Applications
Author
Christian Gourieroux
Publisher
Springer New York
Publication year
1997
Condition
New
Binding
Gebunden
Language
English
ISBN 10
0387948767
ISBN 13
9780387948768
Series
Book 35 of 160: Springer Series in Statistics

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

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