GARCH models : structure, statistical inference and financial applications /

GARCH models : structure, statistical inference and financial applications /

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Bibliographic Details
Author / Creator:Francq, Christian, author.
Uniform title:Modèles GARCH. English
Edition:Second edition.
Imprint:Hoboken, NJ : John Wiley & Sons, 2019.
©2019
Description:1 online resource ( xvi, 487 pages)
Language:English
Subject:
Finance -- Mathematical models.
Investments -- Mathematical models.
Finance -- Mathematical models.
Investments -- Mathematical models.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11902980
Hidden Bibliographic Details
Other authors / contributors:Zakoian, Jean-Michel, author.
ISBN:9781119313564
1119313562
9781119313489
1119313481
9781119313472
1119313473
9781119313571
Notes:Includes bibliographical references and index.
Online resource; title from digital title page (viewed on May 10, 2019).
Other form:Print version: Francq, Christian. GARCH models. 2 edition. Hoboken, NJ : John Wiley & Sons, 2019 9781119313571

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