GARCH models : structure, statistical inference and financial applications / Christian Francq, Jean-Michel Zakoïan.

Search by Bookstore

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 図書
ISBN: 9780470683910
Title: GARCH models : structure, statistical inference and financial applications / Christian Francq, Jean-Michel Zakoïan.
Title Heading: Modèles GARCH. English.
Author Heading: Francq, Christian.
Zakoian, Jean-Michel.
Publication, Distribution, etc.: Chichester, West Sussex : Wiley
Publication Date: 2010.
Publication Date (W3CDTF): 2010
Extent: xiv, 489 p. : ill. ; 26 cm.
Place of Publication (Country Code): GB
Text Language Code: eng
Subject Heading: Finance -- Mathematical models.
Investments -- Mathematical models.
Kreditmarkt.
GARCH-Prozess.
Inferenzstatistik.
Zeitreihenanalyse.
LCC: HG106
DDC: 332.01/5195
NDLC: DF111
Note (Bibliography): Includes bibliographical references and index.
Holding library: 国立国会図書館
Call No.: DF111-B66
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000011104374
http://id.ndl.go.jp/bib/000011104374
LC Control Number: 2010013116
https://lccn.loc.gov/2010013116
OCLC No.: 567008057
https://www.worldcat.org/oclc/567008057
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211