GARCH models [electronic resource] : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.
By: Francq, Christian.
Contributor(s): Zakoian, Jean-Michel | ebrary, Inc.
Material type: BookPublisher: Hoboken, NJ : Wiley, 2010Description: xiv, 489 p. : ill.Uniform titles: Mod�eles GARCH. English Subject(s): Finance -- Mathematical models | Investments -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.01/5195 Online resources: An electronic book accessible through the World Wide Web; click to viewItem type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
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E-book | IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10419082 | 1 | Available |
Total holds: 0
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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