Library of American University of Madaba

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Xekalaki, Evdokia.

ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis. - Chichester, England : Wiley, 2010. - xx, 538 p. ; 24 cm. + 1 CD-ROM (4 3/4 in.)

Includes bibliographical references (p. 479-520) and index.

ISBN: 9780470066300 047006630X

Subjects--Topical Terms:
Finance--Mathematical models.
Autoregression (Statistics)

LC Class. No.: HG106

Dewey Class. No.: 332.01519536 / X4