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Author Jean-Michel Zakoian , Christian Francq
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whi....
Release Date 2019/06 -
Author Jean-Michel Zakoian , Christian Francq
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of st....
Release Date 2010/08