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Books by Christian (Laboratory EQUIPPE Francq

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  • - Structure, Statistical Inference and Financial Applications
    by Christian Francq & Jean-Michel Zakoian
    £89.99

    This book provides a complete coverage to GARCH modeling, including probability properties, identifying an appropriate model, estimation and testing, multivariate extensions including EGARCH, TGARCH and APGARCH, volatility features such as asymmetries and financial applications.

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