Estimating and forecasting ARCH models using G@RCH 4.2. /
Laurent, Sébastien,1974-
Peters, Jean-Philippe.
Timberlake Consultants Ltd.
London : Timberlake Consultants Ltd,
c2006.
"OxMetrics 4"--Cover.
Includes bibliographical references and index.
Heteroscedasticity
Finance