000 00843pam a2200277a 44500
999 _c90777
_d90777
003 OSt
005 20190606121256.0
008 170807b2012 xxu||||| |||| 00| 0 eng d
020 _a9780470872512
040 _cIGIDR
082 _a332.015195
_bBAU
_220
100 _aBauwens, Luc
_eEd.
245 _aHandbook of volatility models and their applications /
_cEd. by Luc Bauwens, Christian Hafner and Sebastien Laurent
260 _aNew Jersey
_bJohn Wiley
_c2012
300 _axx, 543p
490 _aFinancial engineering and econometrics
650 _aEconomics
650 _aFinancial economics
650 _aFinance
_xEconometric models
650 _aBanks and banking
_xEconometric models
650 _aGARCH model
700 _aHafner, Christian
_eEd.
700 _aLaurent, Sebastien
_eEd.
906 _a93037
942 _2ddc
_cBK