ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis.
By: Xekalaki, Evdokia
.
Contributor(s): Degiannakis, Stavros.
Publisher: Chichester, West Sussex : Wiley, 2010Description: xx, 538 p. ; 24 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 9780470066300 (hbk.).Subject(s): Finance -- Mathematical models | Autoregression (Statistics)DDC classification: 332.015195
| Item type | Current location | Shelf location | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|
| Accompanying Material (Media Resource) | Taylor's Library-TU | 332.015195 XEK 2010 (Browse shelf) | 1 | Available | TBSxx,34005,03,CL | 1000525383 | ||
| Main Collection | Taylor's Library-TU |
Floor 3, Shelf 5 , Side 2, TierNo 4, BayNo 4 |
332.015195 XEK 2010 (Browse shelf) | 1 | Available | TBSxx,34005,03,CL | 5000116066 |
Browsing Taylor's Library-TU Shelves Close shelf browser
| 332.015195 STE 2012 Financial statistics and mathematical finance : | 332.015195 WNM 2012 Numerical methods in finance : | 332.015195 XEK 2010 ARCH models for financial applications / | 332.015195 XEK 2010 ARCH models for financial applications / | 332.01519535 DYN 2012 Dynamic copula methods in finance / | 332.0151955 CHA 2010 Time series : | 332.0151955 TSA 2010 Analysis of financial time series / |
Includes bibliographical references (p. 479-520) and index.