ARCH Models and Financial Applications
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Beschreibung
Autor*in
Christian Gourieroux
Themen in »ARCH Models and Financial Applications«
GARCH Stochastic Differential Equations Stochastic Processes asset pricing calculus differential equation dynamics economics efficiency equilibrium hedging latent variables monetary economics regression statistical theory
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From the reviews:
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."
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