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ARCH Models and Financial Applications
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ARCH Models and Financial Applications
ARCH Models and Financial Applications
CG
Christian Gouriéroux
Christian Gouriéroux
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1 January 1997
book
Published by
Springer Nature
https://doi.org/10.1007/978-1-4612-1860-9
Abstract
No abstract available
Keywords
GARCH
STOCHASTIC DIFFERENTIAL EQUATIONS
STOCHASTIC PROCESSES
ASSET PRICING
CALCULUS
DIFFERENTIAL EQUATION
DYNAMICS
ECONOMICS
EFFICIENCY
EQUILIBRIUM
HEDGING
LATENT VARIABLES
MONETARY ECONOMICS
REGRESSION
STATISTICAL THEORY
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