GARCH Models: Structure, Statistical Inference and Financial Applications
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This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 5-6 days delivery time. The book is not returnable.
Other Available Formats: E-book
- Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models.
- Numerous illustrations and applications to real financial series are provided.
- Supporting website featuring R codes, Fortran programs and data sets.
- Presents a large collection of problems and exercises.
This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models.
Buy Both and Save 25%!
GARCH Models: Structure, Statistical Inference and Financial Applications (US $109.00)
-and- Option Pricing and Estimation of Financial Models with R (US $103.95)
Total List Price: US $212.95
Discounted Price: US $159.71 (Save: US $53.24)