Arch Models and Financial Applications

by Christian Gourieroux

Book Overview

1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387948767
• ISBN13: 9780387948768
• Release Date: April 1997
• Publisher: Springer
• Length: 229 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.7" x 6.3" x 9.5"