Francq, Christian.
GARCH models structure, statistical inference, and financial applications / [electronic resource] :
Christian Francq, Jean-Michel Zakoian.
- Hoboken, NJ : Wiley, 2010.
- xiv, 489 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.
Investments--Mathematical models.
Electronic books.
HG106 / .F7213 2010eb
332.01/5195