Arch Models and Financial Applications

by Christian Gourieroux

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1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:1461273145

ISBN13:9781461273141

Release Date:October 2012

Publisher:Springer

Length:229 Pages

Weight:0.76 lbs.

Dimensions:0.5" x 6.1" x 9.2"

Related Subjects

Business Business & Finance Business & Investing Economic Theory Economics Finance Math Mathematics Popular Economics Science & Math Theory

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Arch Models and Financial Applications

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