Ebooks de Stavros Degiannakis en PDF

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ARCH Models for Financial Applications
Stavros Degiannakis , Evdokia Xekalaki
Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding...

Editeur : Wiley
Parution : 2010-03-18

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90,99 €