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Source: The Open Library

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1Statistics of financial markets

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“Statistics of financial markets” Metadata:

  • Title: ➤  Statistics of financial markets
  • Authors:
  • Language: English
  • Number of Pages: Median: 501
  • Publisher: ➤  Springer-Verlag Berlin and Heidelberg GmbH & Co. K - Springer - Springer-Verlag - Springer London, Limited
  • Publish Date: ➤  
  • Publish Location: New York, NY - Berlin

“Statistics of financial markets” Subjects and Themes:

Edition Identifiers:

First Setence:

"Classical financial mathematics deals first of all with basic financial instruments like stocks, foreign currencies and bonds."

Access and General Info:

  • First Year Published: 2004
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: Unclassified

Online Access

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    Wiki

    Source: Wikipedia

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    Autoregressive conditional heteroskedasticity

    the model is a generalized autoregressive conditional heteroskedasticity (GARCH) model. ARCH models are commonly employed in modeling financial time series

    Garching

    Garching bei München (German: [ˈɡaʁçɪŋ baɪ ˈmʏnçn̩] , lit. 'Garching near Munich') or Garching is a town in Bavaria, near Munich. It is the home of several

    Volatility clustering

    of GARCH models and mean-reverting stochastic volatility models in financial forecasting and derivatives pricing. The ARCH (Engle, 1982) and GARCH (Bollerslev

    Stochastic volatility

    The GARCH model has been extended via numerous variants, including the NGARCH, TGARCH, IGARCH, LGARCH, EGARCH, GJR-GARCH, Power GARCH, Component GARCH, etc

    Technical University of Munich

    university now has additional campuses in Garching, Freising, Heilbronn, Straubing, and Singapore, with the Garching campus being its largest. The university

    Financial models with long-tailed distributions and volatility clustering

    distribution. On the other hand, GARCH models have been developed to explain the volatility clustering. In the GARCH model, the innovation (or residual)

    Campus Garching

    11.67111°E / 48.26444; 11.67111 The Campus Garching (German: Hochschul- und Forschungszentrum Garching) is a campus of the Technical University of Munich

    Max Planck Institute for Plasma Physics

    associated member of the Helmholtz Association. The IPP has two sites: Garching near Munich (founded 1960) and Greifswald (founded 1994), both in Germany

    OxMetrics

    main modules apart from PcGive for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models

    Midnight Madness (1980 film)

     25. YouTube: Midnight Madness by Garch the Great IMDb Midnight Madness (1980) Trivia Midnight Madness - (Song) - Garch the Great - Unreleased "Meat Machine"


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