GARCH models structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoïan.

Author/creator Francq, Christian
Other author Zakoian, Jean-Michel.
Format Electronic
Publication InfoChichester, West Sussex : Wiley,
Descriptionxiv, 489 p. : ill. ; 26 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

Uniform titleModèles GARCH. English
Bibliography noteIncludes bibliographical references (p. [473]-486) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010013116
ISBN9780470683910 (cloth)
ISBN0470683910 (cloth)

Availability

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Electronic Resources Access Content Online ✔ Available