ARCH models for financial applications

Main Author: Xekalaki
Other Authors: Degiannakis
Format: Book
Language:English
Published: Chichester, West Sussex, UK: Wiley, 2010.
Subjects:
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001 0000049560
005 20140428090000.0
008 110915 eng
020 0 0 |a 9780470066300  
090 0 0 |a HG106   |b XEK 2010 
100 1 0 |a Xekalaki  
245 1 0 |a ARCH models for financial applications   |c Evdokia Xekalaki, Stavros Degiannakis. 
260 0 0 |a Chichester, West Sussex, UK:   |b Wiley,   |c 2010. 
300 |a xx, 538 p.:   |b ill.;   |c 24 cm. 
500 0 0 |a Includes 1 CD-ROM titled "ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis" 
501 0 0 |a FOBCAL 
504 0 0 |a Includes bibliographical references (p. 479-520) and index 
650 0 0 |a Autoregression (Statistics)  
650 0 0 |a Finance --   |x Mathematical models  
700 1 1 |a Degiannakis  
901 |u www.wiley.com