Springer Series in Statistics

ARCH Models and Financial Applications

Authors: Gourieroux, Christian

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  • ISBN 978-1-4612-1860-9
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Hardcover $149.99
price for USA in USD
  • ISBN 978-0-387-94876-8
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Softcover $99.99
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  • ISBN 978-1-4612-7314-1
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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."


Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-1-4612-1860-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-0-387-94876-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.99
price for USA in USD
  • ISBN 978-1-4612-7314-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
ARCH Models and Financial Applications
Authors
Series Title
Springer Series in Statistics
Copyright
1997
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-1860-9
DOI
10.1007/978-1-4612-1860-9
Hardcover ISBN
978-0-387-94876-8
Softcover ISBN
978-1-4612-7314-1
Series ISSN
0172-7397
Edition Number
1
Number of Pages
IX, 229
Topics