GARCH models : structure, statistical inference, and financial applications
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex:
Wiley,
2010.
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| Subjects: |
| Physical Description: | xiv, 489 p.: ill.; 26 cm. |
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| Bibliography: | Includes bibliographical references (p. [473]-486) and index |
| ISBN: | 9780470683910 |