Sign- and Volatility-switching ARCH Models

Sign- and Volatility-switching ARCH Models
Author :
Publisher :
Total Pages : 58
Release :
ISBN-10 : IND:30000112466309
ISBN-13 :
Rating : 4/5 (09 Downloads)

Book Synopsis Sign- and Volatility-switching ARCH Models by : Fabio Fornari

Download or read book Sign- and Volatility-switching ARCH Models written by Fabio Fornari and published by . This book was released on 1995 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Sign- and Volatility-switching ARCH Models Related Books

Sign- and Volatility-switching ARCH Models
Language: en
Pages: 58
Authors: Fabio Fornari
Categories: Stock exchanges
Type: BOOK - Published: 1995 - Publisher:

DOWNLOAD EBOOK

Handbook of Volatility Models and Their Applications
Language: en
Pages: 566
Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2012-03-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication
Handbook of Volatility Models and Their Applications
Language: en
Pages: 566
Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2012-04-17 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication
Advances in Markov-Switching Models
Language: en
Pages: 267
Authors: James D. Hamilton
Categories: Business & Economics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advance
ARCH Models and Financial Applications
Language: en
Pages: 244
Authors: Christian Gourieroux
Categories: Business & Economics
Type: BOOK - Published: 1997-04 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

ARCH models provide an appropriate framework for studying financial and monetary problems. This book surveys recent work with ARCH models from the perspective o