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ARCH models for financial applications /

by Xekalaki, Evdokia.
Authors: Degiannakis, Stavros.%author Published by : Wiley, (Chichester, England :) Physical details: xx, 538 p. ; 24 cm. + ISBN: 047006630X Subject(s): Finance %Mathematical models. | Autoregression (Statistics) Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.01519536 X4 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.01519536 X4 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.01519536 X4 (Browse Shelf) Available JBC/2012/6152

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

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