ARCH Models for Financial Applications
Book Details
Format
Hardback or Cased Book
ISBN-10
047006630X
ISBN-13
9780470066300
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 9th, 2010
Print length
558 Pages
Weight
942 grams
Dimensions
23.70 x 15.80 x 3.80 cms
Product Classification:
EconometricsFinanceProbability & statistics
Ksh 16,000.00
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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.
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