GARCH models : structure, statistical inference, and financial applications

Main Author: Francq
Other Authors: Zakoian,
Format: Book
Language:English
Published: Chichester, West Sussex: Wiley, 2010.
Subjects:
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005 20140428090000.0
008 110915 eng
020 0 0 |a 9780470683910  
090 0 0 |a HG106   |b FRA 2010 
100 1 0 |a Francq  
240 0 0 |a Modl̈es GARCH 
245 1 0 |a GARCH models :   |b structure, statistical inference, and financial applications   |c Christian Francq, Jean-Michel Zakoian. 
260 0 0 |a Chichester, West Sussex:   |b Wiley,   |c 2010. 
300 |a xiv, 489 p.:   |b ill.;   |c 26 cm. 
501 0 0 |a FOBCAL 
504 0 0 |a Includes bibliographical references (p. [473]-486) and index 
650 0 0 |a Investments --   |x Mathematical models  
650 0 0 |a Finance --   |x Mathematical models  
700 1 1 |a Zakoian,   |h Jean-Michel  
901 |u www.wiley.com