GARCH models structure, statistical inference, and financial applications

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Bibliographic Details
Main Author: Francq, Christian
Other Authors: Zakoian, Jean-Michel
Format: Unknown
Language:English
French
Published: Chichester, West Sussex Wiley 2010
Subjects:
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Description
Physical Description:xiv, 489 p. ill. 26 cm
Bibliography:Includes bibliographical references (p [473]-486) and index
ISBN:9780470683910 (cloth)
0470683910 (cloth)