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ARCH Models for Financial Applications de Evdokia Xekalaki

ARCH Models for Financial Applications

Autor Evdokia Xekalaki, Stavros Degiannakis
en Limba Engleză Paperback – 24 mai 2010
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. The interactional exposition of the ARCH theory, and its implementation in practice that the authors adopt, helps readers get a deeper understanding of the models and their use as tools in applied financial contexts. Intended for readers seeking an aptitude in the applications of financial econometric modeling, this book requires only a basic knowledge of econometrics and basic undergraduate-level statistics.
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Specificații

ISBN-13: 9780470066300
ISBN-10: 047006630X
Pagini: 558
Dimensiuni: 155 x 231 x 36 mm
Greutate: 0.95 kg
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Researchers, traders and practitioners in financial markets, applied researchers employed by financial institutions, students of economics, finance, business and statistics

Notă biografică

Evdokia Xekalaki, Department of Statistics, Athens University of Economics and Business
Professor Xekalaki has been teaching for nearly 30 years, and in that time has held such positions as Director of the graduate program, consultant to EUROSTAT and twice Chair of the Dept of Statistics at AUEB. She has published more than 50 papers in numerous international journals and has presented papers at many international conferences. She is also the Chief Editor of the journal Quality Technology and Quantitative Management and on the Editorial Board for the Journal of Applied Stochastic Models in Business and Industry.
Stavros Degiannakis, Department of Statistics, Athens University of Economics and Business
Adjunct lecturer in applied econometrics, Dr Degiannakis acquired his PhD last year, and has already had eight articles published in seven journals, and eight other papers presented at a variety of international conferences.

Descriere

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.