Stochastic volatility in financial markets : crossing the bridge to continuous time /
"In this book, the authors emphasize the use of the popular ARCH models in formulating, estimating, and testing the continuous time stochastic volatility models favored in the theoretical literature. The primary motivation of this research project is the result that although ARCH processes are...
Disimpan dalam:
| Pengarang Utama: | |
|---|---|
| Pengarang-pengarang Lain: | |
| Format: | Buku |
| Bahasa: | English |
| Diterbitkan: |
Boston, Mass. :
Kluwer Academic Publishers,
c2000.
|
| Siri: | Dynamic modeling and econometrics in economics and finance ;
v. 3. |
| Subjek-subjek: | |
| Penanda-penanda: |
Tambah Penanda
Tiada Penanda, Jadilah orang pertama menanda rekod ini!
|
3rd Floor Main Library
| Nombor panggilan: |
A1234.567 |
|---|---|
| Salinan 1 | Tersedia |