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GARCH models :structure, statistical...

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Francq, Christian.

GARCH models :structure, statistical inference and financial applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	GARCH models :Christian Francq, Jean-Michel Zakoïan.
其他題名:	structure, statistical inference and financial applications /
作者:	Francq, Christian.
其他作者:	Zakoian, Jean-Michel.
出版者:	Chichester, U.K. :Wiley,c2010.
面頁冊數:	xiv, 489 p. :ill. ;26 cm.
標題:	FinanceMathematical models.
ISBN:	9780470683910 :

GARCH models :structure, statistical inference and financial applications /
Francq, Christian.

GARCH models :structure, statistical inference and financial applications /Christian Francq, Jean-Michel Zakoïan. - Chichester, U.K. :Wiley,c2010. - xiv, 489 p. :ill. ;26 cm.

Includes bibliographical references (p. [473]-486) and index.

ISBN: 9780470683910 :NT$2531

LCCN: 2010013116Subjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106 / .F7213 2010

Dewey Class. No.: 332.01/5195

GARCH models :structure, statistical inference and financial applications /
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082 0 0 $a 332.01/5195 $2 22
100 1 $a Francq, Christian. $3 544024
240 1 0 $a Modèles GARCH. $l English
245 1 0 $a GARCH models : $b structure, statistical inference and financial applications / $c Christian Francq, Jean-Michel Zakoïan.
260 $a Chichester, U.K. : $b Wiley, $c c2010.
300 $a xiv, 489 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references (p. [473]-486) and index.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Investments $x Mathematical models. $3 221368
700 1 $a Zakoian, Jean-Michel. $3 544025

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