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Xekalaki, Evdokia

ARCH Models for Financial Applications

Xekalaki, Evdokia - ARCH Models for Financial Applications, ebook

96,70€

Ebook, PDF with Adobe DRM
ISBN: 9780470688021
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Printing168 pages with an additional page accrued every 5 hours, capped at 168 pages
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ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergraduate-level statistics.

Keywords: financial engineering, probability, statistics, financial applications, ARCH models, econometric modeling, ARCH theory

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2009
Language
en
Edition
1
Page amount
560 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780470688021
Printed ISBN
9780470066300

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