Xekalaki, Evdokia
ARCH models for financial applications
Evdokia Xekalaki, Stavros Degiannakis
- Hoboken, N.J Wiley 2010
- xx, 538 p. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
Includes bibliographical references (p. 479-520) and index
9780470066300
2009052104
Autoregression (Statistics)
Finance - Mathematical models
332.01519536 XEK