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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
Other Authors: Rossi, Peter E. (Peter Eric), 1955-
Format: eBook
Language:English
Published: San Diego : Academic Press, ©1996.
Subjects:
Stocks > Prices > Mathematical models.
Actions (Titres de société) > Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Effectenbeurzen.
Wiskundige modellen.
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Call Number: HG4636 .M63 1996eb
 
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HG4636 .M63 1996eb Available