GARCH models [electronic resource] : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.

By: Francq, ChristianContributor(s): Zakoian, Jean-Michel | ProQuest (Firm)Material type: TextTextPublication details: Hoboken, NJ : Wiley, 2010Description: xiv, 489 p. : illUniform titles: Modeles GARCH. English Subject(s): Finance -- Mathematical models | Investments -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.01/5195 LOC classification: HG106 | .F7213 2010Online resources: Click to View
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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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