Estimating and Forecasting ARCH Models Using G@RCH 5

by Sebastien Laurent

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  • ISBN10 0955707609
  • ISBN13 9780955707605
  • Publish Date 1 January 2007
  • Publish Status Active
  • Publish Country GB
  • Imprint Timberlake Consultants
  • Format Paperback (US Trade)
  • Pages 312
  • Language English