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GARCH models : structure, statistical inference, and financial applications / Christian Francq, Jean-Michel Zakoian

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    HG106
    .F7213 2010
     
    914636 (Shelf),BOK
    Francq, Christian.

         GARCH models : structure, statistical inference, and financial applications. - Chichester, West Sussex , 2010.

         xiv, 489 p. : ill. ; 26 cm.

         ISBN 9780470683910 (cloth)
         .-ISBN 0470683910 (cloth).
         
         1. Finance - Mathematical models 2. Investments - Mathematical models.I. Zakoian, Jean-Michel II. Title
         Library : UiTM Shah Alam
    Accn No.Item StatusAdd IdLocationSMDItem Category
    914636ShelfPERPUSTAKAAN SAINS DAN TEKNOLOGI TAR(P4)BOOKRAK TERBUKA (OPEN SHELVES)

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