ARCH models for financial applications
By: Evdokia Xekalaki, Stavros Degiannakis.
Contributors: Degiannakis, Stavros.
Publisher: John Wiley & Sons
Published: 2010
Place of publication: Chichester; Hoboken
Language: eng
ISBN-13: 9780470066300
Subjects: Finance -- Mathematical models; Autoregression (Statistics)
Notes: Includes bibliographical references and index.