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Arch Models and Financial Applications (Springer Series in Statistics)

by Christian Gourieroux,C. Gourieroux

ISBN 13: 9780387948768

Format: Illustrated (244 pages)
Publisher: Springer
Published: 01 Apr 1997

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Reduced Forms of Rational Expectations Models

by L. Broze, C. Gourieroux, A. Szafarz

ISBN 13: 9780415269261

Format: Hardcover (136 pages)
Publisher: Routledge
Published: 06 Dec 2001

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