Arch models and financial application.
| Main Author: | |
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| Format: | Book |
| Published: |
New York:
Springer Verlag,
1997
|
| Series: | Springer Series in Statistics
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| Subjects: |
| Physical Description: | 228s., tab |
|---|---|
| Bibliography: | Bibl.: |
| ISBN: | 0-387-94876-7 |