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Author Bauwens, Luc, 1952-
Title Handbook of volatility models and their applications [electronic resource] / Luc Bauwens, Christian Hafner, Sebastien Laurent.
Publication Info. Hoboken, N.J. : John Wiley & Sons, Inc., 2012.
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOK-ebrary    AVAIL. ONLINE
Description xx, 543 p.
Series Wiley handbooks in financial engineering and econometrics ; 3.
Bibliography Includes bibliographical references and index.
Reproduction Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Subject Banks and banking -- Econometric models.
Finance -- Econometric models.
GARCH model.
Added Author Hafner, Christian.
Laurent, S├ębastien, 1974-
ebrary, Inc.
ISBN 9780470872512
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