by EvdokiaXekalaki (Author), StavrosDegiannakis (Author)
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.
Format: Hardcover
Pages: 558
Edition: Har/Com
Publisher: Wiley-Blackwell
Published: 09 Apr 2010
ISBN 10: 047006630X
ISBN 13: 9780470066300