GARCH models : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian.
By: Francq, Christian.
Contributor(s): Zakoian, Jean-Michel.
Publisher: Chichester : John Wiley, 2010Description: xiv, 489 p. : ill. ; 26 cm.ISBN: 9780470683910 (hbk.).Uniform titles: Modèles GARCH. English. Subject(s): Finance -- Mathematical models
| Investments -- Mathematical modelsDDC classification: 332.015195
| Item type | Current location | Shelf location | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|
| Main Collection | Taylor's Library-TU |
Floor 3, Shelf 5 , Side 2, TierNo 4, BayNo 4 |
332.015195 FRA 2010 (Browse shelf) | 1 | Available | TBSxx,34006,03,CL | 5000115415 |
Browsing Taylor's Library-TU Shelves Close shelf browser
| 332.015195 FIN Financial econometrics : | 332.015195 FIN 2011 Financial econometrics modeling : | 332.015195 FOC 2013 Mathematical methods for finance : | 332.015195 FRA 2010 GARCH models : | 332.015195 KOO Analysis of financial data / | 332.015195 LIM 2011 Financial valuation and econometrics / | 332.015195 LIM 2011 Financial valuation and econometrics / |
Includes bibliographical references and index.