GARCH Models: Structure, Statistical Inference and Financial Applications by Christian Francq, Jean-Michel Zakoian

2011 ◽  
Vol 79 (2) ◽  
pp. 301-301 ◽  
Author(s):  
Shuangzhe Liu
Keyword(s):  
Statistical Inference ◽  
Garch Models ◽  
Financial Applications

scholarly journals Statistical inference for nonparametric GARCH models

2016 ◽  
Vol 126 (10) ◽  
pp. 3009-3040 ◽  
Author(s):  
Alexander Meister ◽  
Jens-Peter Kreiß
Keyword(s):  
Statistical Inference ◽  
Garch Models

scholarly journals GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics

2001 ◽  
Vol 15 (4) ◽  
pp. 157-168 ◽  
Author(s):  
Robert Engle
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Garch Model ◽  
Applied Econometrics ◽  
Series Data ◽  
Garch Models ◽  
Portfolio Risk ◽  
Financial Applications ◽  
Analysis Of Time Series

ARCH and GARCH models have become important tools in the analysis of time series data, particularly in financial applications. These models are especially useful when the goal of the study is to analyze and forecast volatility. This paper gives the motivation behind the simplest GARCH model and illustrates its usefulness in examining portfolio risk. Extensions are briefly discussed.

The IBM-PC in electron microscopy

1996 ◽  
Vol 54 ◽  
pp. 612-613
Author(s):  
James F. Mancuso
Keyword(s):  
Head Start ◽  
Image Acquisition ◽  
Cost Effective ◽  
Financial Applications ◽  
Number Of Factors ◽  
Instrument Control ◽  
The Cost ◽  
Training And Support ◽  
Control Image ◽  
Ibm Pc

IBM PC compatible computers are widely used in microscopy for applications ranging from control to image acquisition and analysis. The choice of IBM-PC based systems over competing computer platforms can be based on technical merit alone or on a number of factors relating to economics, availability of peripherals, management dictum, or simple personal preference.IBM-PC got a strong “head start” by first dominating clerical, document processing and financial applications. The use of these computers spilled into the laboratory where the DOS based IBM-PC replaced mini-computers. Compared to minicomputer, the PC provided a more for cost-effective platform for applications in numerical analysis, engineering and design, instrument control, image acquisition and image processing. In addition, the sitewide use of a common PC platform could reduce the cost of training and support services relative to cases where many different computer platforms were used. This could be especially true for the microscopists who must use computers in both the laboratory and the office.

Statistical Inference for Measurement Models

1970 ◽  
Vol 15 (6) ◽  
pp. 402, 404-405
Author(s):  
ROBERT E. DEAR
Keyword(s):  
Statistical Inference ◽  
Measurement Models
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