ARCH Models for Financial Applications

Auteur: Xekalaki, Evdokia
Editeur: John Wiley & Sons Inc
ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages.
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ISBN / EAN 9780470066300
Auteur Xekalaki, Evdokia
Editeur John Wiley & Sons Inc