GARCH models [electronic resource] : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.

By: Contributor(s): Publication details: Hoboken, NJ : Wiley, 2010.Description: xiv, 489 p. : illUniform titles:
  • Mod�eles GARCH. English
Subject(s): Genre/Form: DDC classification:
  • 332.01/5195 22
LOC classification:
  • HG106 .F7213 2010eb
Online resources:
Reviews from LibraryThing.com:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number URL Status Date due Barcode Item holds
E-Book E-Book Strathmore University (Main Library) Online Resource Link to resource Not for loan
Total holds: 0

Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.
© Strathmore University Library
Madaraka Estate, Ole Sangale Road | P. O. Box 59857 - 00200 City Square, Nairobi, Kenya
(+254) (0)703 034 000/200/300 | (+254) (0)20-607498