RecordNumber
57987
Author
Francq, Christian
Uni. Title
Modeles GARCH English
Title
GARCH models
SubTitle
structure, statistical inference, and financial applications
Author Statement
Christian Francq, Jean-Michel Zakoian
Publication
Wiley Chichester, West Sussex
Publication Year
2010
Collation
xiv, 489 p. : ill
Notes
Includes bibliographical references (p. [473]-486) and index. , 9780470683910
Subject
Finance Mathematical models , Investments Mathematical models
ADDED ENTRIES
AU Zakoian, Jean-Michel , TI
LC Class
HG
LC Number
106
LC CutterNumber
.F7213
LC Date
2010