rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: GARCH Models
  name:
    name part: Francq, Christian
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Zakoian, Jean-Michel
    role:
      role term: author.
  name:
    name part: Safari, an O'Reilly Media Company
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: xx
    date issued: 2010
    edition: 1st edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (504 pages)
  abstract: This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models.
  note: Francq, Christian.
  note: Electronic resource.
  note: Electronic reproduction. Boston, MA : Safari, Available via World Wide Web. 2010.
  note: Mode of access: World Wide Web.
  identifier: 9780470683910
  identifier: 9781119957393
  identifier: https://proxy.library.tamu.edu/login
  record info:
    record creation date: 181219
    record change date: 20260130164453.1
    record identifier: in00004126925