The Resource ARCH models and financial applications, Christian Gouriéroux

ARCH models and financial applications, Christian Gouriéroux

Label
ARCH models and financial applications
Title
ARCH models and financial applications
Statement of responsibility
Christian Gouriéroux
Creator
Subject
Language
eng
Summary
"ARCH models provide an appropriate framework for studying financial and monetary problems." "This book surveys recent work with ARCH models from the perspective of statistical theory, financial models, and applications. Translated from the French edition, new sections on stochastic volatility and time deformation have been added. The book will be suitable for readers with a background in econometrics and ARMA modeling."--Jacket
Member of
Action
committed to retain for EAST
Cataloging source
DLC
http://library.link/vocab/creatorDate
1949-
http://library.link/vocab/creatorName
Gourieroux, Christian
Illustrations
illustrations
Index
index present
LC call number
HG176.5
LC item number
.G68 1997
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Finance
  • Autoregression (Statistics)
  • Autoregresión (Estadística)
  • modèle auto-régressif
  • finance
  • économétrie
  • Autoregression (Statistics)
  • Finance
  • Regressieanalyse
  • Beleggingen
  • Financiële analyse
  • Tijdreeksen
  • ARCH, Modèle
  • Finances
  • Mathématiques financières
Label
ARCH models and financial applications, Christian Gouriéroux
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [207]-226) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
24 cm.
Extent
ix, 228 pages
Isbn
9780387948768
Lccn
96033588
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)35280552
  • (OCoLC)ocm35280552
Label
ARCH models and financial applications, Christian Gouriéroux
Publication
Bibliography note
Includes bibliographical references (p. [207]-226) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
24 cm.
Extent
ix, 228 pages
Isbn
9780387948768
Lccn
96033588
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)35280552
  • (OCoLC)ocm35280552

Library Locations

  • African Studies LibraryBorrow it
    771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Alumni Medical LibraryBorrow it
    72 East Concord Street, Boston, MA, 02118, US
    42.336388 -71.072393
  • Astronomy LibraryBorrow it
    725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US
    42.350259 -71.105717
  • Fineman and Pappas Law LibrariesBorrow it
    765 Commonwealth Avenue, Boston, MA, 02215, US
    42.350979 -71.107023
  • Frederick S. Pardee Management LibraryBorrow it
    595 Commonwealth Avenue, Boston, MA, 02215, US
    42.349626 -71.099547
  • Howard Gotlieb Archival Research CenterBorrow it
    771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Mugar Memorial LibraryBorrow it
    771 Commonwealth Avenue, Boston, MA, 02215, US
    42.350723 -71.108227
  • Music LibraryBorrow it
    771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Pikering Educational Resources LibraryBorrow it
    2 Silber Way, Boston, MA, 02215, US
    42.349804 -71.101425
  • School of Theology LibraryBorrow it
    745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350494 -71.107235
  • Science & Engineering LibraryBorrow it
    38 Cummington Mall, Boston, MA, 02215, US
    42.348472 -71.102257
  • Stone Science LibraryBorrow it
    675 Commonwealth Avenue, Boston, MA, 02445, US
    42.350103 -71.103784
Processing Feedback ...