GARCH models structure, statistical inference, and financial applications /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
2010.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 020 | |z 9780470683910 (cloth) | ||
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| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG106 |b .F7213 2010eb |
| 082 | 0 | 4 | |a 332.01/5195 |2 22 |
| 100 | 1 | |a Francq, Christian. | |
| 240 | 1 | 0 | |a Modèles GARCH. |l English |
| 245 | 1 | 0 | |a GARCH models |h [electronic resource] : |b structure, statistical inference, and financial applications / |c Christian Francq, Jean-Michel Zakoian. |
| 260 | |a Hoboken, NJ : |b Wiley, |c 2010. | ||
| 300 | |a xiv, 489 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2010. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Investments |x Mathematical models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Zakoian, Jean-Michel. | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10419082 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 115155 |d 115155 | ||