GARCH models
Subtitle: structure, statistical inference, and financial applications
By: Christian Francq, Jean-Michel Zakoian
Contributors: Zakoian, Jean-Michel
Publisher: Wiley
Published: 2010
Place of publication: Hoboken, NJ
Language: eng
ISBN-13: 9780470683910
Work titles: Modèles GARCH
Notes: Includes bibliographical references and index.