Economics/Finances ARCH Models and Financial Applications (Springer Series in Statistics) (0387948767)

Like Book123?! Give us +1

Hardcover: 228 pages
Publisher: Springer; 1 edition (April 1, 1997)
Language: English
ISBN-10: 0387948767
ISBN-13: 978-0387948768

RISKBOOK.COM

"Gourieroux offers a nice balance of theory and application in this book on ARCH modeling in finance…The book is well written and has extensive references. Its focus on finance will appeal to financial engineers and financial risk managers."

Product Description

The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and the ARCH models offer a more adaptive framework for this type of problem. This book surveys the recent work in this area from the perspective of statistical theory, financial models, and applications and will be of interest to theorists and practitioners. From the view point of statistical theory, ARCH models may be considered as specific nonlinear time series models which allow for an exhaustive study of the underlying dynamics. It is possible to reexamine a number of classical questions such as the random walk hypothesis, prediction interval building, presence of latent variables etc., and to test the validity of the previously studied results. There are two main categories of potential applications. One is testing several economic or financial theories concerning the stocks, bonds, and currencies markets, or studying the links between the short and long run. The second is related to the interventions of the banks on the markets, such as choice of optimal portfolios, hedging portfolios, values at risk, and the size and times of block trading.

Rating:
2.5 out of 5 by Book123

Download Links
Server	Status
No download url, please check the above content. Free download from UseNet >> Can not download? Search other download URLs here >> Buy This Book at Best Price >>

Like this article?! Give us +1:

	Science/Engineering Linear Models: Least Squares and Alternatives (Springer Series in Statistics): C.Radhakrishna Rao, Helge Toutenburg Linear Models: Least Squares and Alternatives (Springer Series in Statistics): C.Radhakrishna Rao, Helge Toutenburg Springer \| ISBN: 0387945628 \| 1997-01-24 \| PDF / djvu (ocr) \| 352 pages \| 1.73 / 2.28 Mb This book provides an up-to-date a ...
	Mathematics Conditional Specification of Statistical Models (Springer Series in Statistics) Conditional Specification of Statistical ModelsMy AH blog!That's enough mirrors. Restrain from adding more plz.
	Technical Linear Models: Least Squares and Alternatives (Springer Series in Statistics) ISBN: 0387945628 Publisher: Springer Author: C.Radhakrishna Rao, Helge ToutenburgDescription:This book provides an up-to-date account of the theory and applications of linear models. It can be used as a text for courses in statistics at the ...
	Mathematics Time Series Analysis: With Applications in R (Springer Texts in Statistics) Author: Jonathan D. Cryer, Kung-Sik ChanPublisher: Springer (2008)Binding: Hardcover, 491 pagespricer: $84.95ISBN-10: 0387759581editorialreviewsTime Series Analysis With Applications in R, Second Edition, presents an accessible approach to ...
	Mathematics Orthogonal Arrays: Theory and Applications (Springer Series in Statistics) Author: A.S. Hedayat, Neil J. A. Sloane, John StufkenPublisher: Springer (1999)Binding: Hardcover, 416 pagespricer: $99.00ISBN-10: 0387987665editorialreviewsThis is the first book on the subject since its introduction more than fifty years ...
	Mathematics Bayesian Forecasting and Dynamic Models (Springer Series in Statistics) Author: Mike West, Jeff HarrisonPublisher: Springer (1999)Binding: Hardcover, 680 pagespricer: $115.00ISBN-10: 0387947256editorialreviewsThe second edition of this book includes revised, updated, and additional material on the structure, th ...

Share this page with your friends now!
Text link
Forum (BBCode)
Website (HTML)

DISCLAIMER:

This site does not store Economics/Finances ARCH Models and Financial Applications (Springer Series in Statistics) on its server. We only index and link to Economics/Finances ARCH Models and Financial Applications (Springer Series in Statistics) provided by other sites. Please contact the content providers to delete Economics/Finances ARCH Models and Financial Applications (Springer Series in Statistics) if any and email us, we'll remove relevant links or contents immediately.

Book123

Categories

Share With Friends

Archive by Date

Search Tag

Newest

Useful Links

Economics/Finances ARCH Models and Financial Applications (Springer Series in Statistics)

Product Description

Related Articles

DISCLAIMER:

Comments (0) All