ARCH models for financial applications /

ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the...

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Bibliographic Details

Main Author:	Xekalaki, Evdokia
Other Authors:	Degiannakis, Stavros
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Chichester ; Hoboken : John Wiley & Sons, ©2010.
Subjects:	Finance > Mathematical models. Autoregression (Statistics)
Online Access:	Connect to the full text of this electronic book