Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time /

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of finan...

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Bibliographic Details

Main Author:	Fornari, Fabio
Corporate Author:	SpringerLink (Online service)
Other Authors:	Mele, Antonio
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2000.
Series:	Dynamic modeling and econometrics in economics and finance ; 3.
Subjects:	Economics. Econometrics. Electronic books.
Online Access:	Connect to the full text of this electronic book