Cover Image

Modelling stock market volatility : bridging the gap to continuous time /

Show other versions (2)

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...

Full description

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.
Online Access:Connect to the full text of this electronic book
Search Result 1
Cover Image
Published 1996
Book
Show all versions (3)