GARCH models : structure, statistical inference and financial applications

Christian Francq; Jean-Michel Zakoïan

Alternative title:	Modèles GARCH <engl.>
Year of publication:	2010
Authors:	Francq, Christian ; Zakoïan, Jean-Michel
Publisher:	Chichester, West Sussex : Wiley
Subject:	Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model \| Induktive Statistik \| Statistical inference \| Finanzmarkt \| Financial market \| Kreditmarkt \| GARCH-Prozess \| Inferenzstatistik
Description of contents:	Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de]

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