Estimating and forecasting ARCH models using G@RCH 4.2. :: Sébastien Laurent :: ISBN 0955212723 :: Timberlake Consultants Ltd 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Estimating and forecasting ARCH models using G@RCH 4.2.
Author Sébastien Laurent
Contributors Jean-Philippe Peters, Timberlake Consultants Ltd.
Publisher Timberlake Consultants Ltd
Publication date 2006
Publication location London
Language English

Descriptive Notes

"OxMetrics 4"--Cover.

Topics

Heteroscedasticity :: Econometric models
013503520

Catalogue Data

OBNB ID GBA955680
ISBN 10 0955212723
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195028536

ISBD

P1053 xi, 194 p.
P1042 Includes bibliographical references and index.

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Estimating and forecasting ARCH models using G@RCH 4.2. by Sébastien Laurent. ISBN 0955212723. Published by Timberlake Consultants Ltd in 2006. Publication and catalogue information, links to buy online and reader comments.