GARCH models : structure, statistical inference, and financial applications / / Christian Francq, Jean-Michel Zakoian.
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| TeilnehmendeR: | |
| Year of Publication: | 2010 |
| Language: | English |
| Online Access: | |
| Physical Description: | xiv, 489 p. :; ill. |
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| Other title: | Modeles GARCH. |
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| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780470683910 (cloth) |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Christian Francq, Jean-Michel Zakoian. |