GARCH Models: Structure, Statistical Inference and Financial Applications

GARCH Models: Structure, Statistical Inference and Financial Applications

Author(s): Christian Francq, Jean-Michel Zakoïan

Print ISBN: 9780470683910

Online ISBN: 9780470670057

DOI: 10.1002/9780470670057

Reviews


"This book is very well written and a joy to read. The style of presentation makes it an excellent text for advanced graduate students and researchers alike."  (JASA, 1 June 2012)

 

 

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