Корично изображение Електронна книга

Modelling stock market volatility : bridging the gap to continuous time /

This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on pract...

Пълно описание

Други автори: Rossi, Peter E. 1955-
Формат: Електронна книга
Език: English
Публикувано: San Diego : Academic Press, ℗♭1996.
Предмети:
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297148
Подобни документи: Print version:: Modelling stock market volatility.