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ARCH models and financial applications / Christian Gouriéroux.
Lippincott Library HG176.5 .G68 1997
Available
- Format:
- Book
- Author/Creator:
- Gourieroux, Christian, 1949-
- Series:
- Springer series in statistics
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Autoregression (Statistics).
- Physical Description:
- ix, 228 pages : illustrations ; 24 cm.
- Place of Publication:
- New York : Springer, [1997]
- Notes:
- Includes bibliographical references (pages [207]-226) and index.
- ISBN:
- 0387948767
- OCLC:
- 35280552
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