Cover Image

ARCH Models and Financial Applications /

Show other versions (1)

The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and the ARCH models offer a more adaptive framework for this type of problem. This book surveys the recent work in this area from...

Full description

Bibliographic Details
Main Author: Gouriéroux, Christian
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1997.
Series:Springer series in statistics.
Subjects:
Statistics.
Economics > Statistics.
Economics.
Electronic books.
Online Access:Connect to the full text of this electronic book

Similar Items