000 01348nam a2200349Ia 4500
001 0000126006
005 20171002060740.0
006 m u
007 cr cn|||||||||
008 100415s2010 njua sb 001 0 eng d
010 _z 2010013116
020 _z9780470683910 (cloth)
035 _a(CaPaEBR)ebr10419082
035 _a(OCoLC)671530901
040 _aCaPaEBR
_cCaPaEBR
050 1 4 _aHG106
_b.F7213 2010eb
082 0 4 _a332.01/5195
_222
100 1 _aFrancq, Christian.
240 1 0 _aModèles GARCH.
_lEnglish
245 1 0 _aGARCH models
_h[electronic resource] :
_bstructure, statistical inference, and financial applications /
_cChristian Francq, Jean-Michel Zakoian.
260 _aHoboken, NJ :
_bWiley,
_c2010.
300 _axiv, 489 p. :
_bill.
504 _aIncludes bibliographical references and index.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2010.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aFinance
_xMathematical models.
650 0 _aInvestments
_xMathematical models.
655 7 _aElectronic books.
_2local
700 1 _aZakoian, Jean-Michel.
710 2 _aebrary, Inc.
856 4 0 _uhttp://site.ebrary.com/lib/daystar/Doc?id=10419082
_zAn electronic book accessible through the World Wide Web; click to view
908 _a170314
942 0 0 _cEB
999 _c115155
_d115155