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ARCH Models and Financial Applications - Springer Series in Statistics Christian Gourieroux Softcover reprint of the original 1st ed. 1997 edition
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ARCH Models and Financial Applications - Springer Series in Statistics
Christian Gourieroux
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics. Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.
229 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2012. gada 6. oktobris |
| ISBN13 | 9781461273141 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 229 |
| Izmēri | 155 × 235 × 13 mm · 344 g |
| Valoda | Angļu |
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