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Modelling Financial Times Series
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mpn: black & white illustrations, black & whi, ean: 9789812770844, isbn: 9812770844,
4.1 out of 5 stars with 42 reviews
This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in a...
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