Empirical Studies on Volatility in International Stock Markets /
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which...
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| Format: | eBook |
| Language: | English |
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Boston, MA :
Springer US,
2003.
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| Series: | Dynamic modeling and econometrics in economics and finance ;
6. |
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| Online Access: | Connect to the full text of this electronic book |
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