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Table of contents (9 chapters)
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Front Matter
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Back Matter
Keywords
Reviews
From the reviews:
RISKBOOK.COM
"Gourieroux offers a nice balance of theory and application in this book on ARCH modeling in finance…The book is well written and has extensive references. Its focus on finance will appeal to financial engineers and financial risk managers."
Authors and Affiliations
Bibliographic Information
Book Title: ARCH Models and Financial Applications
Authors: Christian Gouriéroux
Series Title: Springer Series in Statistics
DOI: https://doi.org/10.1007/978-1-4612-1860-9
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1997
Hardcover ISBN: 978-0-387-94876-8Published: 01 April 1997
Softcover ISBN: 978-1-4612-7314-1Published: 06 October 2012
eBook ISBN: 978-1-4612-1860-9Published: 06 December 2012
Series ISSN: 0172-7397
Series E-ISSN: 2197-568X
Edition Number: 1
Number of Pages: IX, 229
Topics: Statistics for Business, Management, Economics, Finance, Insurance, Economic Theory/Quantitative Economics/Mathematical Methods