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GARCH models : structure, statistical inference and financial applications/2nd ed.
Material type:
TextPublication details: New Jersey John Wiley 2019Edition: Ed.2Description: xvii,487pISBN: - 9781119313571
- 519.246:336 FRA
| Item type | Current library | Call number | Status | Date due | Barcode |
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Reference
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Department of Statistics | 519.246:336 FRA (Browse shelf(Opens below)) | Not for loan | STA3841 |
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| 519.246(035) DAV;1 Handbook of discrete- valued time series | 519.246:237 CHA Time series forcasting | 519.246:336 EKS Financial derivatives modeling | 519.246:336 FRA GARCH models : structure, statistical inference and financial applications/2nd ed. | 519.246:336 KWO Mathematical models of financial derivatives | 519.246:336 PLA A benchmark approach to quantitative finance | 519.246:336 SCH Quantitative finance:an object-oriented approach in C++ |
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