GARCH-like Models with Dynamic Crash Probabilities: A Parametric Approach for Modelling Extreme Events

Koether, Paul

ISBN 10: 3639014405 ISBN 13: 9783639014402
Published by VDM Verlag, 2008
Language: English
Condition: Used - Very good Soft cover

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Used - Soft cover

Condition: Used - Very good

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