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ARCH Models and Financial Applications - Springer Series in Statistics Christian Gourieroux 1997 edition
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ARCH Models and Financial Applications - Springer Series in Statistics
Christian Gourieroux
The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.
229 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 1, 1997 |
| ISBN13 | 9780387948768 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 229 |
| Dimensions | 155 × 235 × 14 mm · 453 g |
| Language | English French |
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