Summer Reading B2G1 Free
 
 

Special Offers see all

Enter to WIN a $100 Credit

Subscribe to PowellsBooks.news
for a chance to win.
Privacy Policy

Visit our stores


    Recently Viewed clear list


    Q&A | July 20, 2015

    Jesse Ball: IMG Powell’s Q&A: Jesse Ball



    Describe your latest book. I woke up one day from a sort of daydream with an idea for a book's structure, and for the thread of that book, one... Continue »
    1. $16.80 Sale Hardcover add to wish list

      A Cure for Suicide

      Jesse Ball 9781101870129

    spacer
Qualifying orders ship free.
$209.75
New Hardcover
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
25 Remote Warehouse Mathematics- Statistics

This title in other editions

Arch Models and Financial Applications (Springer Series in Statistics)

by

Arch Models and Financial Applications (Springer Series in Statistics) Cover

 

Synopses & Reviews

Publisher Comments:

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.

Product Details

ISBN:
9780387948768
Author:
Gourieroux, Christian
Author:
Gourieroux, C.
Publisher:
Springer
Location:
New York
Subject:
Finance
Subject:
Statistics
Subject:
Applied
Subject:
Mathematical models
Subject:
Autoregression
Subject:
Autoregresiâon
Subject:
Finance -- Mathematical models.
Subject:
Autoregression (Statistics)
Subject:
Statistics for Business/Economics/Mathematical Finance/Insurance
Subject:
Economic theory
Subject:
Mathematics - Statistics
Copyright:
Edition Number:
1
Edition Description:
Book
Series:
Springer Series in Statistics
Series Volume:
94-635
Publication Date:
April 1997
Binding:
HARDCOVER
Language:
English
Illustrations:
Y
Pages:
238
Dimensions:
235 x 155 mm 1150 gr

Other books you might like

  1. Blow Fly: A Scarpetta Novel Used Hardcover $5.95

Related Subjects

Business » Accounting and Finance
Business » General
Business » Management
Business » Writing
Engineering » Mechanical Engineering » General
Science and Mathematics » Chemistry » Chemical Engineering
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Arch Models and Financial Applications (Springer Series in Statistics) New Hardcover
0 stars - 0 reviews
$209.75 In Stock
Product details 238 pages Springer-Verlag - English 9780387948768 Reviews:
spacer
spacer
  • back to top

FOLLOW US ON...

     
Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.