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...
| Други автори: | Rossi, Peter E. 1955- |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
San Diego :
Academic Press,
℗♭1996.
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| 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. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297148 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
HG4636 .M63 1996eb |
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