GARCH-like Models with Dynamic Crash Probabilities

By Paul Koether

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• Format: Paperback
• Language: English
• ISBN: 3639014405
• ISBN13: 9783639014402
• Release Date: May 2008
• Publisher: VDM Verlag Dr. Mueller E.K.
• Length: 172 Pages
• Weight: 0.52 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"