ARCH models for financial applications - Xekalaki, Evdokia; Degiannakis, Stavros (Chichester ; Hoboken : John Wiley & Sons, 2010)
Includes bibliographical references and index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Finance -- Mathematical models; Autoregression (Statistics); Electronic books