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GARCH Models

GARCH Models Structure, Statistical Inference, and Financial Applications

Hardback (16 Jul 2010)

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Publisher's Synopsis

Provides statistical methods required in the analysis of GARCH models.

About the Publisher

Wiley Blackwell

Wiley is a global provider of content-enabled solutions to improve outcomes in research, education and professional practice with online tools, journals, books, databases, reference works and laboratory protocols. With strengths in every major academic, scientific and professional field, and strong brands including Wiley Blackwell and Wiley VCH, Wiley proudly partners with over 800 prestigious societies representing two million members.

Book information

ISBN: 9780470683910
Publisher: Wiley-Blackwell
Imprint: Wiley Blackwell
Pub date:
DEWEY: 332.015195
DEWEY edition: 22
Language: English
Number of pages: 489
Weight: 992g
Height: 253mm
Width: 176mm
Spine width: 33mm