GARCH models structure, statistical inference, and financial applications

Saved in:
Bibliographic Details
Main Author: Francq, Christian
Other Authors: Zakoian, Jean-Michel
Format: Unknown
Language:English
French
Published: Chichester, West Sussex Wiley 2010
Subjects:
Online Access:Click Here to View Status and Holdings.
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000n a2200000 a 4501
001 wils-458844
020 # # |a 9780470683910 (cloth) 
020 # # |a 0470683910 (cloth) 
040 # # |a DLC  |d ITMB 
041 # # |a eng  |h fre 
090 0 0 |a HG106  |b .F7213 2010 
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 
964 # # |c BOK  |d CS 
998 # # |a 00260##a002.8.2||00260##b002.8.4||00260##c002.7.6||00300##a003.4.1||00300##b003.6.1||00300##c003.5.1||