Xekalaki, Evdokia.
ARCH models for financial applications [electronic resource] /
Evdokia Xekalaki, Stavros Degiannakis.
- Chichester ; Hoboken : John Wiley & Sons, 2010.
- xx, 538 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.
Autoregression (Statistics)
Electronic books.
HG106 / .X45 2010