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ARCH Models for Financial Applications

By: (Author) Evdokia Xekalaki , (Author) Stavros Degiannakis

Extended Catalogue

Ksh 16,000.00

Format: Hardback or Cased Book

ISBN-10: 047006630X

ISBN-13: 9780470066300

Publisher: John Wiley & Sons Inc

Imprint: John Wiley & Sons Inc

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Apr 9th, 2010

Print length: 558 Pages

Weight: 942 grams

Dimensions (height x width x thickness): 23.70 x 15.80 x 3.80 cms

Product Classification: Econometrics
Finance
Probability & statistics

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ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages.

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