ARCH models for financial applications

ARCH models for financial applications

by Xekalaki, Evdokia

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Title Statements

  • Full title :ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis.

Edition Statements

  • Publication Date:2010

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Chichester
  • Language:eng
  • Publication Date:2010

The Physical Object

  • Description:538 p. : : ill.

Edition Identifiers

  • ISBN:9780470066300, 047006630X
  • oclc:on1040088007

Subjects

Autorégression (Statistique) Finances modèle mathématique

Writers

Xekalaki, Evdokia Degiannakis, Stavros

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