ARCH models and financial applications /
"ARCH models provide an appropriate framework for studying financial and monetary problems." "This book surveys recent work with ARCH models from the perspective of statistical theory, financial models, and applications. Translated from the French edition, new sections on stochastic v...
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| Format: | Book |
| Language: | English |
| Published: |
New York :
Springer,
©1997.
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| Series: | Springer series in statistics
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| Subjects: |