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ARCH Models for Financial Applications Book
Offers background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. This book is suitable for readers seeking an aptitude in the applications of...Read More
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ARCH Models for Financial Applications provides background on the theory of ARCH models with a focus on practical implementation via applications to real data and examples worked with econometrics packages.
- 047006630X
- 9780470066300
- Evdokia Xekalaki, Stavros Degiannakis
- 9 April 2010
- Wiley-Blackwell
- Hardcover (Book)
- 558
- Har/Com
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