GARCH Models, 2nd Edition /

Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced r...

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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, 2019.
Edition:	2nd edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource