GARCH models
Subtitle: structure, statistical inference, and financial applications
By: Christian Francq, Jean-Michel Zakoïan
Contributors: Zakoian, Jean-Michel
Publisher: Wiley
Published: 2010
Place of publication: Chichester, West Sussex
Language: eng
Number of pages: 489
ISBN-13: 9780470683910
Subjects: Mathematical models; Finance; Investments
Work titles: Modèles GARCH
Notes: Includes bibliographical references (p. [473]-486) and index.