GARCH Models /

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as wel...

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Bibliographic Details

Main Authors:	Francq, Christian (Author), Zakoian, Jean-Michel (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Wiley, 2010.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource