ARCH models for financial applications

Xekalaki, Evdokia.

ARCH models for financial applications [electronic resource] / Evdokia Xekalaki, Stavros Degiannakis. - Chichester ; Hoboken : John Wiley & Sons, 2010. - xx, 538 p. : ill.

Includes bibliographical references and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Finance--Mathematical models.
Autoregression (Statistics)


Electronic books.

HG106 / .X45 2010eb