Name: garch-like models with dynamic crash probabilities
SKU: 3487357
Price: 71.30 USD
Availability: InStock
Author: paul koether
ISBN: 9783639014402

Selecciona tu país

América

Europa

Resto del mundo

portada garch-like models with dynamic crash probabilities

garch-like models with dynamic crash probabilities

Formato

Libro Físico

Editorial

vdm verlag dr. mueller e.k.

Autor

paul koether

N° páginas

172

ISBN

3639014405

ISBN13

9783639014402

Categorías

Empresa y gestión

garch-like models with dynamic crash probabilities

Paul Koether (Autor) · vdm verlag dr. mueller e.k. · Libro Físico

Libro Nuevo Importado

Envío: 17 a 23 días háb.

$ 129.64$ 71.30

-45%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 40 unidades

$ 71.30

Llega entre el 19 Oct y el 29 Oct a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "garch-like models with dynamic crash probabilities"

we work in the setting of time series of financial returns. our starting point are the garch models, which are very common in practice. we introduce the possibility of having crashes in such garch models. a crash will be modeled by drawing innovations ...