GARCH Models: Structure, Statistical Inference and Financial Applications by Christian Francq, Jean-Michel Zakoian

✍ Scribed by Shuangzhe Liu

• Book ID: 111415889
• Publisher: John Wiley and Sons
• Year: 2011
• Tongue: English
• Weight: 201 KB
• Volume: 79
• Category: Article
• ISSN: 0306-7734
• DOI: 10.1111/j.1751-5823.2011.00149_27.x