Estimating and forecasting ARCH models using G@RCH 5
By: Sébastien Laurent.
Publisher: Timberlake Consultants Ltd.
Published: 2007
Place of publication: London
Language: eng
Number of pages: 312
ISBN-13: 9780955707605
Subjects: Stock price forecasting -- Mathematical models; Finance -- Econometric models; Autoregression (Statistics)
Notes: "OxMetrics 5"--Cover.

Includes bibliographical references (p. 301-310) and index.