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GARCH models : structure, statistical inference and financial applications /

Bibliographic Details
Main Authors: Francq, Christian, Zakoian, Jean-Michel (Author)
Format: Printed Book
Language:English
Published: New Jersey : Wiley , 2019 .
Edition:2nd ed.
Subjects:
Description
Physical Description:xvi,487p. : ill ; 25cm.
Bibliography:Includes bibliographical references and index.
ISBN:9781119313571