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GARCH models : = structure, statisti...

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Francq, Christian.

GARCH models : = structure, statistical inference, and financial applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	GARCH models :/ Christian Francq, Jean-Michel Zakoïan.
Reminder of title:	structure, statistical inference, and financial applications /
Author:	Francq, Christian.
other author:	Zakoian, Jean-Michel.
Published:	Chichester, West Sussex :Wiley, : 2010.,
Description:	xiv, 489 p. :ill. ; : 25 cm.;
Subject:	Finance - Mathematical models. -
ISBN:	9780470683910 (cloth) :

GARCH models : = structure, statistical inference, and financial applications /
Francq, Christian.

GARCH models :structure, statistical inference, and financial applications /Christian Francq, Jean-Michel Zakoïan. - Chichester, West Sussex :Wiley,2010. - xiv, 489 p. :ill. ;25 cm.

Includes bibliographical references (p. [473]-486) and index.

ISBN: 9780470683910 (cloth) :NT1450

LCCN: 2010013116Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG106 / .F7213 2010

Dewey Class. No.: 332.01/5195

GARCH models : = structure, statistical inference, and financial applications /
LDR:00800cam a2200217 a 4500 001 709890
005 20120821143932.0
008 120907s2010 enka b 001 0 eng
010 $a 2010013116
020 $a 9780470683910 (cloth) : $c NT1450
020 $a 0470683910 (cloth)
035 $a (OCoLC)ocn567008057
035 $a 2010013116
040 $a DLC $c DLC $d BTCTA $d YDXCP $d BWK $d C#P $d BWX $d CDX $d HEBIS $d DLC
041 1 $a eng $h fre
050 0 0 $a HG106 $b .F7213 2010
082 0 0 $a 332.01/5195 $2 22
100 1 $a Francq, Christian. $3 839439
240 1 0 $a Modèles GARCH. $l English
245 1 0 $a GARCH models : $b structure, statistical inference, and financial applications / $c Christian Francq, Jean-Michel Zakoïan.
260 $a Chichester, West Sussex : $c 2010. $b Wiley,
300 $a xiv, 489 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. [473]-486) and index.
650 0 $a Finance $x Mathematical models. $3 557653
650 0 $a Investments $x Mathematical models. $3 566107
700 1 $a Zakoian, Jean-Michel. $3 839440

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E037343

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一般圖書

332.015195 F826 2010

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