This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin

Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a c