Cover Image

GARCH Models /

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 wel...

Full description

Bibliographic Details
Main Authors:	Francq, Christian (Author), Zakoian, Jean-Michel (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Wiley, 2010.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource

Similar Items

GARCH models : structure, statistical inference and financial applications /
by: Francq, Christian, et al.
Published: (2019)

GARCH Models, 2nd Edition /
by: Francq, Christian, et al.
Published: (2019)

Bootstrapping stationary ARMA-GARCH models /
by: Shimizu, Kenichi
Published: (2009)

Financial risk management with Bayesian estimation of GARCH models : theory and applications /
by: Ardia, David
Published: (2008)

High performance computing in science and engineering, Garching 2004 : transactions of the KONWIHR Result Workshop, October 14-15, 2004, Technical University of Munich, Garching, Germany /
Published: (2005)

Maximum Entropy and Bayesian Methods Garching, Germany 1998 : Proceedings of the 18th International Workshop on Maximum Entropy and Bayesian Methods Garching, Germany 1998 of Statistical Analysis /
Published: (1999)

High performance computing in science and engineering, Garching-Munich 2007 : transactions of the Third Joint HLRB and KONWIHR Status and Result Workshop, Dec. 2007, Leibniz Supercomputing Centre, Garching-Munich, Germany /
Published: (2009)

High performance computing in science and engineering, Garching/Munich 2009 : transactions of the fourth joint HLRB and KONWIHR Review and Results Workshop, Dec. 8-9, 2009, Leibniz Supercomputing Centre, Garching/Munich, Germany /
Published: (2010)

Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018) /
by: Shi, Feng, active 2019
Published: (2019)

Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH /
by: Paolella, Marc S.
Published: (2019)

Meta-Modeling : Performance and Information Modeling /
by: Bergé, Jean-Michel
Published: (1996)

Modeling in Analog Design /
by: Bergé, Jean-Michel
Published: (1995)

Models in System Design /
by: Bergé, Jean-Michel
Published: (1997)

Object-Oriented Modeling /
by: Bergé, Jean-Michel
Published: (1996)

Modeling and simulation of logistics flows.
by: Reveillac, Jean-Michel
Published: (2017)

Model Generation in Electronic Design /
by: Bergé, Jean-Michel
Published: (1995)

Modeling and simulation of logistics flows.
by: Reveillac, Jean-Michel
Published: (2017)

Modeling and simulation of logistics flows.
by: Reveillac, Jean-Michel
Published: (2017)

High-Level System Modeling : Specification Languages /
by: Bergé, Jean-Michel
Published: (1995)

The heir apparent : Largo Winch /
by: Hamme, Jean van, 1939-, et al.
Published: (2012)

Modeling of liquid phases /
by: Soustelle, Michel
Published: (2015)

Degas and his model /
by: Michel, Alice
Published: (2017)

Stories of men and rats /
by: Francq, Henri G. (Henri Georges)
Published: (1982)

Phase modeling tools : applications to gases /
by: Soustelle, Michel
Published: (2015)

A review and analysis of distributional models for high-speed rail demand forecasting /
by: Mathieu, Jean-Michel
Published: (1995)

Financial derivatives modeling /
by: Ekstrand, Christian
Published: (2011)

Spatial transportation modeling /
by: Werner, Christian
Published: (1985)

Thermodynamic modeling of solid phases /
by: Soustelle, Michel
Published: (2015)

Statistical Models for Strategic Management /
by: Ghertman, Michel
Published: (1997)

Graphical models : methods for data analysis and mining /
by: Borgelt, Christian
Published: (2002)

Graphical models : representations for learning, reasoning and data mining /
by: Borgelt, Christian
Published: (2009)

VBA for modelers : developing decision support systems with Microsoft Excel /
by: Albright, S. Christian
Published: (2001)

VBA for modelers : developing decision support systems with Microsoft Office Excel /
by: Albright, S. Christian
Published: (2012)

VBA for modelers : developing decision support systems with Microsoft® Office Excel® /
by: Albright, S. Christian
Published: (2016)

A test for financial contagion : a multivariate GARCH approach /
by: Chʻoe, Kwang-il
Published: (2003)

Numerical modeling in materials science and engineering /
by: Rappaz, Michel
Published: (2002)

Numerical modeling in materials science and engineering /
by: Rappaz, Michel
Published: (2003)

Introduction to credit risk modeling /
by: Bluhm, Christian
Published: (2010)

ARCH Models and Financial Applications /
by: Gouriéroux, Christian
Published: (1997)

Statistics and econometric models /
by: Gourieroux, Christian, 1949-
Published: (1995)