ARCH Models for Financial Applications, Hardback Book

ARCH Models for Financial Applications Hardback

Description

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.

Information

  • Format: Hardback
  • Pages: 558 pages
  • Publisher: John Wiley and Sons Ltd
  • Publication Date:
  • Category: Econometrics
  • ISBN: 9780470066300

Other Formats

£79.50

£67.09

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Also by Evdokia Xekalaki