Modelling Financial Time Series
World Scientific Publishing Co Pte Ltd, 2008
127,75 €On orderDelivery: 2-3 weeks
Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.
- ISBN-13
- 9789812770844
- ISBN-10
- 9812770844
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2008
- Publication date
- 2008-01-02
- Pages
- 296
- Dimensions
- 237x162x20
- Weight
- 568