GARCH models : structure, statistical inference and financial applications /

Lignende værker

• ARCH models and financial applications
  af: Gourieroux, Christian
  Udgivet: (1997)
• Risk-neutral valuation: Pricing & hedging of financial derivatives /
  af: Bingham,, N. H.
  Udgivet: (2004)
• Modelling and forecasting financial data: techniques of nonlinear dynamics
  af: Ed by Soofi, Abdol S.
  Udgivet: (2002)
• Stochastic financial models
  af: Kennedy, Douglas
  Udgivet: (2010)
• Mathematical modeling
  af: Meerschaert, Mark M.
  Udgivet: (2007)