GARCH models : structure, statistical inference and financial applications Second edition.

GARCH models : structure, statistical inference and financial applications

Second edition.

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Material Type: 図書
ISBN: 9781119313571 (hardcover)
Title: GARCH models : structure, statistical inference and financial applications
Author/Editor: Christian Francq, Jean-Michel Zakoian.
Edition: Second edition.
Author Heading: Francq, Christian.
Zakoian, Jean-Michel.
Publication, Distribution, etc.: Hoboken, NJ : John Wiley & Sons,Inc. (出版)
Publication Date: 2019.
Publication Date (W3CDTF): 2019
Extent: xvi, 487 pages
Size: 25 cm
Place of Publication (Country Code): US
Text Language Code: eng
Content Type: text
Media Type: unmediated
Carrier Type: volume
Subject Heading: Finance--Mathematical models.
Investments--Mathematical models.
LCC: HG106
DDC: 332.01/5195
NDLC: DF111
Target Audience: 一般
Note (Bibliography): Includes bibliographical references and index.
Holding library: 国立国会図書館
Call No.: DF111-D3
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): 029319898
http://id.ndl.go.jp/bib/029319898
LC Control Number: 2018038962
https://lccn.loc.gov/2018038962
Cataloging Rule: RDA
Bibliographic Record Category (NDL): 211