Garch Models: Structure, Statistical Inference and Financial Applications

By Christian Francq and Jean-Michel Zakoian

This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including EGARCH, TGARCH... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1119313570
• ISBN13: 9781119313571
• Release Date: June 2019
• Publisher: Wiley
• Length: 512 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.2" x 6.6" x 9.8"