GARCH models structure, statistical inference, and financial applications /

Francq, Christian.

GARCH models structure, statistical inference, and financial applications / [electronic resource] : Christian Francq, Jean-Michel Zakoian. - Hoboken, NJ : Wiley, 2010. - xiv, 489 p. : ill.

Includes bibliographical references and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.






Finance--Mathematical models.
Investments--Mathematical models.


Electronic books.

HG106 / .F7213 2010

332.01/5195