GARCH models structure, statistical inference, and financial applications

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Bibliographic Details
Main Author:	Francq, Christian
Other Authors:	Zakoian, Jean-Michel
Format:	Book
Language:	English French
Published:	Chichester, West Sussex Wiley 2010
Subjects:	Finance > Mathematical models Investments > Mathematical models
Online Access:	Click Here to View Status and Holdings.
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MARC


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100	1	#	\|a Francq, Christian.
245	1	0	\|a GARCH models \|b structure, statistical inference, and financial applications \|c Christian Francq, Jean-Michel Zakoian
260	#	#	\|a Chichester, West Sussex \|b Wiley \|c 2010
300	#	#	\|a xiv, 489 p. \|b ill. \|c 26 cm
504	#	#	\|a Includes bibliographical references (p [473]-486) and index
650	#	0	\|a Finance \|x Mathematical models
650	#	0	\|a Investments \|x Mathematical models
700	1	#	\|a Zakoian, Jean-Michel
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=458844
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