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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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Rossi, Peter E. (Peter Eric), 1955-
Format: Electronic eBook
Language:Inglés
Published: San Diego : Academic Press, ©1996.
Subjects:
Stocks > Prices > Mathematical models.
Actions (Titres de société) > Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Stocks > Prices > Mathematical models
Effectenbeurzen.
Wiskundige modellen.
Online Access:Texto completo (Requiere registro previo con correo institucional)

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