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Arch Models And Financial Applications

by Christian Gourieroux
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., October of 2012 ‧
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time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics.Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables (factors) etc., and to test the validity ofthe previously established results.

Arch Models And Financial Applications

by Christian Gourieroux

Property Description
ISBN: 9781461273141
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: October of 2012
Language: English
Cover: Softcover
Pages: 229
Format: Book
Collection: Springer Series In Statistics
Categories: Books in English > Others
EAN: 9781461273141