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ARCH Models and Financial Applications

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ARCH Models and Financial Applications

ARCH Models and Financial Applications

Christian Gouriéroux (auth.)

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From the reviews:

RISKBOOK.COM

"Gourieroux offers a nice balance of theory and application in this book on ARCH modeling in finance…The book is well written and has extensive references. Its focus on finance will appeal to financial engineers and financial risk managers."

Categories:

Year:

1997

Edition:

1

Publisher:

Springer-Verlag New York

Language:

english

Pages:

229

ISBN 10:

1461273145

ISBN 13:

9781461273141

Series:

Springer Series in Statistics

File:

PDF, 14.90 MB

IPFS:

,

english, 1997

Download (pdf, 14.90 MB)

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