ARCH/GARCH models in applied financial econometrics
Year of publication: |
2008
|
---|---|
Authors: | Engle, Robert F. ; Focardi, Sergio ; Fabozzi, Frank J. |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 689-699
|
Subject: | Theorie | Theory | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Finanzmarktökonometrie | Financial econometrics |
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