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Handbook of volatility models and their applications /

"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen expert...

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Bibliographic Details
Main Author: Bauwens, Luc, 1952-
Other Authors: Hafner, Christian, Laurent, Sébastien, 1974-
Format: eBook
Language:English
Published: Hoboken, NJ : Wiley, 2012.
Series:Wiley Online Library.
Wiley handbooks in financial engineering and econometrics ; 3.
Subjects:
Banks and banking > Econometric models.
Finance > Econometric models.
GARCH model.
BUSINESS & ECONOMICS / Finance.
Electronic books.
Online Access:Connect to the full text of this electronic book

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