ARCH Models for Financial Applications (BOK)

Evdokia Xekalaki, Stavros Degiannakis

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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. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergraduate-level statistics.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2010 Forfatter Evdokia Xekalaki, Stavros Degiannakis
Forlag
BLACKWELL PUBLISHERS
ISBN 9780470066300
Antall sider 558 Dimensjoner 16,4cm x 23,6cm x 3,6cm
Vekt 944 gram Leverandør Bertram Trading Ltd
Emner og form Finance, Probability & statistics, Econometrics

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