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ARCH models and financial applications

Gourieroux, Christian

ARCH models and financial applications - - New York Springer, 1997 - ix,228 p. 24 cm - .

ISBN: 0-387-94876-79

Subjects--Topical Terms:

Finance-Mathematical models
Autoregression (Statistics)

Universal Decimal Class. No.: 332:519.28 Gou

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