GARCH Models: Structure, Statistical Inference and Financial Applications
Copyright © 2010 John Wiley & Sons Ltd
Author(s): Christian Francq, Jean-Michel Zakoïan
Published Online: 14 JUL 2010
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)