ARCH models for financial applications [electronic resource] / Evdokia Xekalaki, Stavros Degiannakis.
Material type: TextPublication details: Chichester ; Hoboken : John Wiley & Sons, 2010Description: xx, 538 p. : illSubject(s): Finance -- Mathematical models | Autoregression (Statistics)Genre/Form: Electronic books.LOC classification: HG106 | .X45 2010Online resources: Click to ViewNo physical items for this record
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.
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