The Resource GARCH models : structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoïan, (electronic resource)

GARCH models : structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoïan, (electronic resource)

Label
GARCH models : structure, statistical inference and financial applications
Title
GARCH models
Title remainder
structure, statistical inference and financial applications
Statement of responsibility
Christian Francq, Jean-Michel Zakoïan
Title variation
General autoregressive conditional heteroskedasticity models
Creator
Contributor
Author
Provider
Subject
Language
  • eng
  • fre
  • eng
Member of
Cataloging source
CDX
http://library.link/vocab/creatorName
Francq, Christian
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.F7213 2010eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • ebrary
  • Zakoian, Jean-Michel
http://library.link/vocab/subjectName
  • Finance
  • Investments
  • BUSINESS & ECONOMICS
  • Finance
  • Investments
Label
GARCH models : structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoïan, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
1 online resource (xiv, 489 pages)
Form of item
electronic
Isbn
9780470670040
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
9786612794513
Other physical details
illustrations
Specific material designation
remote
Stock number
279451
System control number
  • (OCoLC)671530901
  • (OCoLC)ocn671530901
Label
GARCH models : structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoïan, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
1 online resource (xiv, 489 pages)
Form of item
electronic
Isbn
9780470670040
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
9786612794513
Other physical details
illustrations
Specific material designation
remote
Stock number
279451
System control number
  • (OCoLC)671530901
  • (OCoLC)ocn671530901

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