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_a10.1002/9780470670057 _bWiley InterScience _nhttp://www3.interscience.wiley.com |
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_a332.01/5195 _222 |
| 090 | _aebook | ||
| 100 | 1 | _aFrancq, Christian. | |
| 240 | 1 | 0 |
_aModèles GARCH. _lEnglish |
| 245 | 1 | 0 |
_aGARCH models : _bstructure, statistical inference, and financial applications / _cChristian Francq, Jean-Michel Zakoian. |
| 260 |
_aHoboken, NJ : _bWiley, _c2010. |
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| 300 | _a1 online resource (pages) | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_adata file _2rda |
||
| 380 | _aBibliography | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aFront Matter -- Classical Time Series Models and Financial Series -- Univariate GARCH Models. GARCH() Processes -- Mixing -- Temporal Aggregation and Weak GARCH Models -- Statistical Inference. Identification -- Estimating ARCH Models by Least Squares -- Estimating GARCH Models by Quasi-Maximum Likelihood -- Tests Based on the Likelihood -- Optimal Inference and Alternatives to the QMLE -- Extensions and Applications. Asymmetries -- Multivariate GARCH Processes -- Financial Applications -- Appendices. Appendix A: Ergodicity, Martingales, Mixing -- Appendix B: Autocorrelation and Partial Autocorrelation -- Appendix C: Solutions to the Exercises -- Appendix C: Problems -- References -- Index. | |
| 588 | 0 | _aPrint version record. | |
| 650 | 0 |
_aFinance _xMathematical models. |
|
| 650 | 0 |
_aInvestments _xMathematical models. _960066 |
|
| 650 | 7 |
_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 |
|
| 650 | 7 |
_aInvestments _xMathematical models. _2fast _0(OCoLC)fst00978277 _960066 |
|
| 655 | 4 | _aElectronic books. | |
| 700 | 1 | _aZakoian, Jean-Michel. | |
| 710 | 2 | _aWiley InterScience (Online service) | |
| 773 | 0 | _tWiley e-books | |
| 776 | 0 | 8 |
_iPrint version: _aFrancq, Christian. _sModèles GARCH. English. _tGARCH models. _dHoboken, NJ : Wiley, 2010 _z9780470683910 _z0470683910 _w(DLC) 2010013116 _w(OCoLC)567008057 |
| 856 | 4 | 0 |
_uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9780470670057 _zWiley Online Library |
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