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