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ARCH models for financial applications /

~

Degiannakis, Stavros.

ARCH models for financial applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	ARCH models for financial applications /Evdokia Xekalaki, Stavros Degiannakis.
作者:	Xekalaki, Evdokia.
其他作者:	Degiannakis, Stavros.
出版者:	Chichester, West Sussex, UK :Wiley,2010.
面頁冊數:	xx, 538 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.)
標題:	FinanceMathematical models.
ISBN:	9780470066300 :

ARCH models for financial applications /
Xekalaki, Evdokia.

ARCH models for financial applications /Evdokia Xekalaki, Stavros Degiannakis. - Chichester, West Sussex, UK :Wiley,2010. - xx, 538 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.)

Includes bibliographical references (p. [479]-520) and index.

ISBN: 9780470066300 :NT$2972

LCCN: 2009052104

Nat. Bib. No.: GBA9C2753bnbSubjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106 / X4 2010

Dewey Class. No.: 332.01/519536

ARCH models for financial applications /
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020 $a 047006630X
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035 $a 2009052104
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050 4 $a HG106 $b X4 2010
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100 1 $a Xekalaki, Evdokia. $3 494377
245 1 0 $a ARCH models for financial applications / $c Evdokia Xekalaki, Stavros Degiannakis.
260 $a Chichester, West Sussex, UK : $b Wiley, $c 2010.
300 $a xx, 538 p. : $b ill. ; $c 24 cm. + $e 1 CD-ROM (4 3/4 in.)
504 $a Includes bibliographical references (p. [479]-520) and index.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Autoregression (Statistics) $3 183606
700 1 $a Degiannakis, Stavros. $3 494378

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