Key to Understanding Financial Market Risk: Scaling, clustering and dynamics of volatility in finacial time series

By Baosheng Yuan

This thesis studies three most important and difficult problems in financial risk: 1). Scaling, clustering and dynamics of volatility of financial asset returns; 2). Statistical and dynamical... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838359046
• ISBN13: 9783838359045
• Release Date: July 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 232 Pages
• Weight: 0.76 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"