ARCH Models for Financial Applications
Evdokia (Athens University, Greece) Xekalaki, Stavros (Athens University, Greece) Degiannakis
John Wiley & Sons Inc, 2010
130,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780470066300
- ISBN-10
- 047006630X
- Publisher
- John Wiley & Sons Inc
- Year
- 2010
- Publication date
- 2010-04-09
- Pages
- 558
- Dimensions
- 237x158x38
- Weight
- 942