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Handbook of volatility models and their applications

by Bauwens, Luc,
Additional authors: Hafner, Christian. | Laurent, S�ebastien, -- 1974- | ebrary, Inc.
Series: Wiley handbooks in financial engineering and econometrics ; . 3 Published by : John Wiley & Sons, Inc., (Hoboken, N.J. :) Physical details: xx, 543 p.
Subject(s): Banks and banking -- Econometric models. | Finance -- Econometric models. | GARCH model. | Electronic books.
Year: 2012
Online resources:
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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.

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