ARCH models for financial applications

Main Author: Xekalaki
Other Authors: Degiannakis
Format: Book
Language:English
Published: Chichester, West Sussex, UK: Wiley, 2010.
Subjects:
Item Description:Includes 1 CD-ROM titled "ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis"
Physical Description:xx, 538 p.: ill.; 24 cm.
Bibliography:Includes bibliographical references (p. 479-520) and index
ISBN:9780470066300