Handbook of volatility models and their applications / Luc Bauwens, Christian Hafner, Sebastien Laurent.
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Superior document: | Wiley handbooks in financial engineering and econometrics ; 3 |
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TeilnehmendeR: | |
Year of Publication: | 2012 |
Language: | English |
Series: | Wiley handbooks in financial engineering and econometrics ;
3. |
Online Access: | |
Physical Description: | xx, 543 p. |
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040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
050 | 4 | |a HG1601 |b .B38 2012 | |
082 | 0 | 4 | |a 332.01/5195 |2 23 |
100 | 1 | |a Bauwens, Luc, |d 1952- | |
245 | 1 | 0 | |a Handbook of volatility models and their applications |h [electronic resource] / |c Luc Bauwens, Christian Hafner, Sebastien Laurent. |
260 | |a Hoboken, N.J. : |b John Wiley & Sons, Inc., |c 2012. | ||
300 | |a xx, 543 p. | ||
490 | 1 | |a Wiley handbooks in financial engineering and econometrics ; |v 3 | |
504 | |a Includes bibliographical references and index. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Banks and banking |x Econometric models. | |
650 | 0 | |a Finance |x Econometric models. | |
650 | 0 | |a GARCH model. | |
655 | 4 | |a Electronic books. | |
700 | 1 | |a Hafner, Christian. | |
700 | 1 | |a Laurent, Sebastien, |d 1974- | |
710 | 2 | |a ProQuest (Firm) | |
830 | 0 | |a Wiley handbooks in financial engineering and econometrics ; |v 3. | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=836590 |z Click to View |