GARCH models [electronic resource] : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.

By: Contributor(s): Material type: TextTextPublication details: Hoboken, NJ : Wiley, 2010.Description: xiv, 489 p. : illUniform titles:
  • Modèles GARCH. English
Subject(s): Genre/Form: DDC classification:
  • 332.01/5195 22
LOC classification:
  • HG106 .F7213 2010eb
Online resources:
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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.

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