Download the fantastic book titled GARCH Models written by Christian Francq, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "GARCH Models", which was released on 24 June 2011. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Mathematics genre.
Summary of GARCH Models by Christian Francq PDF
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models.
Detail About GARCH Models PDF
- Author : Christian Francq
- Publisher : John Wiley & Sons
- Genre : Mathematics
- Total Pages : 469 pages
- ISBN : 1119957397
- Release Date : 24 June 2011
- PDF File Size : 30,6 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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