VU Boekhandel

Modelling Stock Market Volatility Bridging the Gap to Continuous Time

Hoofdkenmerken

Auteur:	Rossi, Peter H.
Redactie:	Rossi, Peter H. (University of Massachusetts, Amherst, U.S.A.)
Titel:	Modelling Stock Market Volatility Bridging the Gap to Continuous Time
Uitgever:	Elsevier Science Publishing Co
ISBN:	9780125982757
Land van oorsprong:	United States
Prijs:	€ 107.29
Verschijningsdatum:	19-11-1996
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Leesniveau:	Professional & Vocational
Categorie:	Investment & securities

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	485
Hoogte mm.:	156
Breedte mm.:	234
Dikte mm.:	38
Gewicht gr.:	936

Inhoud:

Presents a collection of essays that focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. This book provides insights about the links between these two models and the work on practical estimation methods for continuous time models.