Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0125982755
• ISBN13: 9780125982757
• Release Date: November 1996
• Publisher: Academic Press
• Length: 485 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.1" x 6.3" x 9.3"