GARCH for Irregularly Spaced Financial Data : the ACD-GARCH Model
Author | : Ghysels, Eric |
Publisher | : Montréal : CIRANO |
Total Pages | : 26 |
Release | : 1997 |
ISBN-10 | : OCLC:37199282 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis GARCH for Irregularly Spaced Financial Data : the ACD-GARCH Model by : Ghysels, Eric
Download or read book GARCH for Irregularly Spaced Financial Data : the ACD-GARCH Model written by Ghysels, Eric and published by Montréal : CIRANO. This book was released on 1997 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: