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ARCH models and financial applications /

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Bibliographic Details
Main Author: Gourieroux, Christian, 1949-
Format: Book
Language:English
Published: New York : Springer, [1997]
Series:Springer series in statistics.
Subjects:
Finance > Mathematical models.
Autoregression (Statistics)
Description
Physical Description:ix, 228 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [207]-226) and index.
ISBN:0387948767 (New York : acid-free paper)