Bauwens, Luc, 1952-
Handbook of volatility models and their applications [electronic resource] / Luc Bauwens, Christian Hafner, Sebastien Laurent. - Hoboken, N.J. : John Wiley & Sons, Inc., 2012. - xx, 543 p. - Wiley handbooks in financial engineering and econometrics ; 3 . - Wiley handbooks in financial engineering and econometrics ; 3. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Banks and banking--Econometric models.
Finance--Econometric models.
GARCH model.
Electronic books.
HG1601 / .B38 2012eb
332.01/5195
Handbook of volatility models and their applications [electronic resource] / Luc Bauwens, Christian Hafner, Sebastien Laurent. - Hoboken, N.J. : John Wiley & Sons, Inc., 2012. - xx, 543 p. - Wiley handbooks in financial engineering and econometrics ; 3 . - Wiley handbooks in financial engineering and econometrics ; 3. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Banks and banking--Econometric models.
Finance--Econometric models.
GARCH model.
Electronic books.
HG1601 / .B38 2012eb
332.01/5195