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ARCH models and financial applications

Gourieroux, Christian

ARCH models and financial applications Christian Gouriéroux - Berlin Springer 1997 - ix, 228 p. : ill. ; 24 cm

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

ISBN: 9780387948768

Subjects--Topical Terms:
Autoregression (Statistics)
Finance - Mathematical models

Dewey Class. No.: 332 GOU

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