The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Enregistré dans:
| OCLC: | 75737621 |
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| Auteur principal: | |
| Collectivité auteur: | |
| Langue: | English |
| Publié: |
[S.l. :
s.n.],
1997.
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| Sujets: | |
| Format: | Thèse Monograph Note that CRL will digitize material from the collection when copyright allows. |
| Description matérielle: | x, 123 S. : graph. Darst. ; 21 cm. |
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| Lieu de publication: | Switzerland. |