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ARCH Models for Financial Applications by Evdokia Xekalaki, Stavros Degiannakis (Hardcover, 2010)
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AU $229.81
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Author: Stavros Degiannakis, Evdokia Xekalaki. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications.