Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

Collectif

Ouvrage indisponible

Éditeur
Academic Press Inc
Pages
485
Parution
novembre 1996
Format
Cartonné
Langue
Anglais
Dimensions
229 × 152 × 31 cm
EAN
9780125982757
  • Résumé

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.
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