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ARCH Models and Financial Applications

  • Christian Gouriéroux

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Christian Gouriéroux
    Pages 1-4
  3. Christian Gouriéroux
    Pages 5-27
  4. Christian Gouriéroux
    Pages 29-41
  5. Christian Gouriéroux
    Pages 43-66
  6. Christian Gouriéroux
    Pages 67-103
  7. Christian Gouriéroux
    Pages 105-124
  8. Christian Gouriéroux
    Pages 125-159
  9. Christian Gouriéroux
    Pages 161-181
  10. Christian Gouriéroux
    Pages 183-206
  11. Back Matter
    Pages 207-229

About this book

Keywords

GARCH Stochastic Differential Equations Stochastic Processes asset pricing calculus differential equation dynamics economics efficiency equilibrium hedging latent variables monetary economics regression statistical theory

Authors and affiliations

  • Christian Gouriéroux
    • 1
  1. 1.Centre de Recherche en Economie et StatistiqueLaboratoire de Finance-AssuranceMalakoff CedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-1860-9
  • Copyright Information Springer-Verlag New York, Inc. 1997
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-7314-1
  • Online ISBN 978-1-4612-1860-9
  • Series Print ISSN 0172-7397
  • Buy this book on publisher's site