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Francq, Christian

Libros de: Francq, Christian

Mostrando 2 libros encontrados. (1 páginas).

  • GARCH Models "Structure, Statistical Inference and Financial Applications"

    GARCH Models "Structure, Statistical Inference and Financial Applications"

    Francq, Christian Zakoian, Jean- Michel

    Wiley & Sons Ltd. (2019)

    valoración

    • EAN: 9781119313571
    • Páginas: 504
    • Fecha de edición: 2019

    pvp.119,95 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of ...

  • Garch Models "Structure, Statistical Inference And Financial Applications"

    Garch Models "Structure, Statistical Inference And Financial Applications"
     Structure, Statistical Inference And Financial Applications

    Francq, Christian Zakoian, Jean- Michel

    Wiley & Sons Ltd. (2010)

    valoración

    • EAN: 9780470683910
    • Páginas: 504
    • Fecha de edición: 2010

    pvp.94,65 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book 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 ...