GARCH models : structure, statistical inference and financial applications /
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced re...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, NJ :
John Wiley & Sons,
2019.
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Edición: | Second edition. |
Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |