Work

ARCH Models and Financial Applications

Year: 1997

Type: book

Source: Springer series in statistics

DOI: 10.1007/978-1-4612-1860-9

Author: Christian Gouriéroux

Institution: Centre de Recherche en Économie et Statistique

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4229692665

FWCI: 14.52

Cites: 2

Cited by: 395

Related to: 10

Parts: 9