Title GARCH models : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoiän

Published Chichester, West Sussex : Wiley, 2010

Copies

Location	Call no.	Vol.	Availability
WATERFT BUSINESS	332.015195 Fra/Mga		AVAILABLE

Description xiv, 489 pages : illustrations ; 26 cm Bibliography Includes bibliographical references and index Subject Finance -- Mathematical models. Investments -- Mathematical models. Author Zakoian, Jean-Michel. LC no. 2010013116 ISBN 9780470683910 (cloth) 0470683910 (cloth)

Other Titles Modèles GARCH. English

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