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

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Rossi, Peter E. (Peter Eric), 1955-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: San Diego : Academic Press, ©1996.
Temas:
Stocks > Prices > Mathematical models.
Actions (Titres de société) > Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Stocks > Prices > Mathematical models
Effectenbeurzen.
Wiskundige modellen.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

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