ARCH Models for Financial ApplicationsISBN: 978-0-470-06630-0
Hardcover
558 pages
May 2010
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"Numerous articles on the Autoregressive Conditional
Heteroskedastic (ARCH) process, an increasingly popular financial
modeling technique, exist in various international journals. Now
Xekalaki and Degiannakis (both statistics, Athens U. of Economics
and Business, Greece) provide a thorough treatment of the ARCH
theory and its practical applications, in a textbook for
postgraduate and final-year undergraduate students which could
serve as reference work for academics and financial market
professionals." (Book News Inc, November 2010)