Author

Contributions

  • Gilles Teyssière (Editor) - Contributor
  • Alan P. Kirman (Editor) - Contributor

Publication

2006-09-14 - Springer

Language

English

Word Count

80,000 words, Guess

Page Count

320 pages

Physical Format

Hardcover

Identifiers

First Sentence

Econometric modelling of financial data received a broad interest in the last 20 years and the literature on ARCH and related models is vast.

Subjects

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