Arch models for financial applications
Auteur :
Xekalaki, Evdokia / Degiannakis, Stavros
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470066300
Date de publication :
9 avr. 2010
Dimensions :
23,6 x 16,0 x 3,6 cm
Poids :
934 g
Langue :
Anglais
Pays d'origine :
USA
ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages.