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ARCH models and financial applications /

~

Gourieroux, Christian, (1949-)

ARCH models and financial applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	ARCH models and financial applications /Christian Gourieroux.
Author:	Gourieroux, Christian,
Published:	New York :Springer,c1997.
Description:	ix, 228 p. :ill. ;24 cm.
Series:	Springer series in statistics
Subject:	FinanceMathematical models.
ISBN:	0387948767 (New York : acid-free paper) :

ARCH models and financial applications /
Gourieroux, Christian,1949-

ARCH models and financial applications /Christian Gourieroux. - New York :Springer,c1997. - ix, 228 p. :ill. ;24 cm. - Springer series in statistics.

Includes bibliographical references (p. [207]-226) and index.

ISBN: 0387948767 (New York : acid-free paper) :NT$1,409

LCCN: 96033588 Subjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG176.5 / .G68 1997

Dewey Class. No.: 332

ARCH models and financial applications /
LDR:00603nam 2200181 a 450 001 143902
005 20000402194846.0
008 090528s1997 nyua 001 0 eng
010 $a 96033588
020 $a 0387948767 (New York : acid-free paper) : $c NT$1,409
035 $a 00004374
040 $a DLC $c DLC $d DLC
050 0 0 $a HG176.5 $b .G68 1997
082 0 0 $2 20 $a 332
100 $a Gourieroux, Christian, $d 1949- $3 183914
245 1 0 $a ARCH models and financial applications / $c Christian Gourieroux.
260 $a New York : $c c1997. $b Springer,
300 $a ix, 228 p. : $b ill. ; $c 24 cm.
440 0 $a Springer series in statistics
504 $a Includes bibliographical references (p. [207]-226) and index.
650 $a Finance $x Mathematical models. $3 183782
650 $a Autoregression (Statistics) $3 183606

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HG176.5 G715 1997

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