How Long to Read ARCH Models and Financial Applications

How Long Does it Take to Read ARCH Models and Financial Applications?

It takes the average reader 3 hours and 57 minutes to read ARCH Models and Financial Applications by Christian Gourieroux

Assuming a reading speed of 250 words per minute. Learn more

Description

The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and the ARCH models offer a more adaptive framework for this type of problem. This book surveys the recent work in this area from the perspective of statistical theory, financial models, and applications and will be of interest to theorists and practitioners. From the view point of statistical theory, ARCH models may be considered as specific nonlinear time series models which allow for an exhaustive study of the underlying dynamics. It is possible to reexamine a number of classical questions such as the random walk hypothesis, prediction interval building, presence of latent variables etc., and to test the validity of the previously studied results. There are two main categories of potential applications. One is testing several economic or financial theories concerning the stocks, bonds, and currencies markets, or studying the links between the short and long run. The second is related to the interventions of the banks on the markets, such as choice of optimal portfolios, hedging portfolios, values at risk, and the size and times of block trading.

How long is ARCH Models and Financial Applications?

ARCH Models and Financial Applications by Christian Gourieroux is 234 pages long, and a total of 59,436 words.

This makes it 79% the length of the average book. It also has 73% more words than the average book.

How Long Does it Take to Read ARCH Models and Financial Applications Aloud?

The average oral reading speed is 183 words per minute. This means it takes 5 hours and 24 minutes to read ARCH Models and Financial Applications aloud.

What Reading Level is ARCH Models and Financial Applications?

ARCH Models and Financial Applications is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy ARCH Models and Financial Applications?

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