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Author
Bauwens, Luc, 1952-
Title
Handbook of volatility models and their applications [electronic resource] / Luc Bauwens, Christian Hafner, Sebastien Laurent.
Imprint
Hoboken, N.J. : John Wiley & Sons, Inc., 2012.
Connect to
Available to Pittsburg State University patrons only.
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Call No.
OPAC Message
Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xx, 543 p.
Series
Wiley handbooks in financial engineering and econometrics ; 3
Wiley handbooks in financial engineering and econometrics ; 3.
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
Banks and banking -- Econometric models.
Finance -- Econometric models.
GARCH model.
Genre/Form
Electronic books.
Added Author
Hafner, Christian.
Laurent, Sebastien, 1974-
ProQuest (Firm)
ISBN
9780470872512
9781118271995
Available items only
