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GARCH Models - Structure, Statistical Inference and Financial Applications - Francq.pdf

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GARCH Models - Structure, Statistical Inference and Financial Applications - Francq.pdf

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GARCH Models - Structure, Statistical Inference and Financial Applications - Francq.pdf

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文档介绍:GARCH Models
GARCH Models
Structure, Statistical Inference
and Financial Applications
Christian Francq
University Lille 3, Lille, France
Jean-Michel Zako¨ıan
CREST, Paris, and University Lille 3, France
A John Wiley and Sons, Ltd., Publication
This edition first published 2010
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Library of Congress Cataloguing-in-Publication Data
Francq, Christian.
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