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Author Francq, Christian.

Uniform Title Modèles GARCH. English
Title GARCH models [electronic resource] : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.

Imprint Hoboken, NJ : Wiley, 2010.


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description xiv, 489 p. : ill.
Bibliography Includes bibliographical references and index.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Finance -- Mathematical models.
Investments -- Mathematical models.
Genre/Form Electronic books.
Added Author Zakoian, Jean-Michel.
ProQuest (Firm)
ISBN 9780470683910 (cloth)

Available items only