GARCH models : structure, statistical inference and financial applications (English, French)
- New search for: Francq, Christian
- Further information on Francq, Christian:
- http://d-nb.info/gnd/171416821
- New search for: Zakoïan, Jean-Michel
- Further information on Zakoïan, Jean-Michel:
- http://d-nb.info/gnd/17110482X
- New search for: Francq, Christian
- Further information on Francq, Christian:
- http://d-nb.info/gnd/171416821
- New search for: Zakoïan, Jean-Michel
- Further information on Zakoïan, Jean-Michel:
- http://d-nb.info/gnd/17110482X
2010
- Book / Print
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Title:GARCH models : structure, statistical inference and financial applications
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Additional title:Modèles GARCH
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Contributors:Francq, Christian ( author ) / Zakoïan, Jean-Michel ( author )
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Publisher:
- New search for: Wiley
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Place of publication:Chichester, West Sussex
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Publication date:2010
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Size:XIV, 489 S.
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Remarks:25 cm
graph. Darst.
Erworben aus Studienbeiträgen
Literaturverz. S. [473] - 486 -
ISBN:
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Type of media:Book
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Type of material:Print
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Language:English, French
- New search for: 83.03 / 31.73
- Further information on Basic classification
- New search for: 332.01/5195
- Further information on Dewey Decimal Classification
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Keywords:
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Classification:
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Source:
Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Classical Time Series Models and Financial SeriesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 17
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GARCH(p, q) ProcessesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 63
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MixingFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 79
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Temporal Aggregation and Weak GARCH ModelsFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 91
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IdentificationFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 127
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Estimating ARCH Models by Least SquaresFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 141
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Estimating GARCH Models by Quasi‐Maximum LikelihoodFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 185
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Tests Based on the LikelihoodFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 219
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Optimal Inference and Alternatives to the QMLEFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 243
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AsymmetriesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 273
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Multivariate GARCH ProcessesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 311
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Financial ApplicationsFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 341
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Appendix A: Ergodicity, Martingales, MixingFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 353
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Appendix B: Autocorrelation and Partial AutocorrelationFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 365
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Appendix C: Solutions to the ExercisesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 439
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Appendix C: ProblemsFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 473
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ReferencesFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- 487
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IndexFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010
- i
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Front MatterFrancq, Christian / Zakoïan, Jean‐Michel et al. | 2010