Christian Francq: 2 books
GARCH Models
Structure, Statistical Inference and Financial Applications
Language: English
Release Date: June 24, 2011
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well...
GARCH Models
Structure, Statistical Inference and Financial Applications
Language: English
Release Date: March 21, 2019
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced...