Cover Image

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...

Full description

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

Similar Items