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 : Wiley |
| Subject: | Finance / Mathematical models |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIV, 489 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus dem Franz. übers. |
| ISBN: | 978-0-470-68391-0 |
| Source: |
Persistent link: https://www.econbiz.de/10008815469