Modèles GARCH
Subtitle: structure, inférence statistique et applications financières
By: Christian Francq, Jean-Michel Zakoian.
Contributors: Zakoian, Jean-Michel.
Series: Collection "Economie et statistiques avancées"
Publisher: Economica
Published: 2009
Place of publication: Paris
Language: fre
Number of pages: 605
ISBN-13: 9782717857290
Subjects: Finance -- Mathematical models; Investments -- Mathematical models
Notes: Includes bibliographical references (p. [573]-593) and index.