Handbook of volatility models and their applications :: Luc Bauwens :: ISBN 9780470872512 :: Wiley 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title Handbook of volatility models and their applications
Author Luc Bauwens
Contributors Christian Hafner, Sébastien Laurent
Publisher Wiley
Publication date 2012
Publication location Hoboken, NJ
Language English

Topics

Banks and banking :: Econometric models
Finance :: Econometric models
GARCH model

Catalogue Data

OBNB ID GBB223333
ISBN 10 0470872519
ISBN 13 9780470872512
Type BibliographicResource, Book
Dewey Classification 332.015195

ISBD

P1053 xx, 543 p.
P1042 Includes bibliographical references (p. 487-535) and index.

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Handbook of volatility models and their applications by Luc Bauwens. ISBN 9780470872512. Published by Wiley in 2012. Publication and catalogue information, links to buy online and reader comments.