Estimating and forecasting ARCH models using G@RCH 5 :: Sébastien Laurent :: ISBN 9780955707605 :: Timberlake Consultants Ltd. 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Estimating and forecasting ARCH models using G@RCH 5
Alternative Title G@RCH
Author Sébastien Laurent
Contributor Timberlake Consultants Ltd.
Publisher Timberlake Consultants Ltd.
Publication date 2006
Publication location London
Language English

Descriptive Notes

"OxMetrics 5"--Cover.

Topics

Stock price forecasting :: Mathematical models
014374789

Catalogue Data

OBNB ID GBA905222
ISBN 10 0955707609
ISBN 13 9780955707605
Type BibliographicResource, Book
Dewey Classification 330.015195028536

ISBD

P1053 viii, 312 p.
P1042 Includes bibliographical references (p. 301-310) and index.

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Estimating and forecasting ARCH models using G@RCH 5 by Sébastien Laurent. ISBN 9780955707605. Published by Timberlake Consultants Ltd. in 2006. Publication and catalogue information, links to buy online and reader comments.