ARCH models and financial applications
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Publication:1355665
zbMath0880.62107MaRDI QIDQ1355665
Publication date: 27 May 1997
Published in: Springer Series in Statistics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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