Volatility Models

By Giovanni Schiesari

The aim of this work is comparing two different models for estimating and forecasting the volatility of financial assets returns, the GARCH and the Stochastic Volatility (SV) model, applying their... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844316329
• ISBN13: 9783844316322
• Release Date: March 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 140 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"