Xekalaki, Evdokia.
ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis. - Chichester, West Sussex : Wiley, 2010. - xx, 538 p. ; 24 cm. + 1 CD-ROM (4 3/4 in.).
Includes bibliographical references (p. 479-520) and index.
9780470066300 (hbk.)
Finance--Mathematical models.
Autoregression (Statistics)
332.015195 / XEK 2010
ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis. - Chichester, West Sussex : Wiley, 2010. - xx, 538 p. ; 24 cm. + 1 CD-ROM (4 3/4 in.).
Includes bibliographical references (p. 479-520) and index.
9780470066300 (hbk.)
Finance--Mathematical models.
Autoregression (Statistics)
332.015195 / XEK 2010