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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...
| Cote: | Libro Electrónico |
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| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
San Diego :
Academic Press,
©1996.
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| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |