Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time - Couverture rigide
Synopsis
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.
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Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Edité par
Springer, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
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Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Edité par
Springer, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
Ancien ou d'occasion
Couverture rigide
Vendeur : Better World Books Ltd, Dunfermline, Royaume-Uni
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Etat : Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. N° de réf. du vendeur 11643489-6
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Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance, 3)
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Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance, 3)
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Stochastic Volatility in Financial Markets
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Springer US Mai 2000, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint. 172 pp. Englisch. N° de réf. du vendeur 9780792378426
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Stochastic Volatility in Financial Markets
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: t. N° de réf. du vendeur 5970470
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Stochastic Volatility in Financial Markets
Edité par
Kluwer Academic Publishers, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
Neuf
Couverture rigide
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
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Etat : New. Presents topics in financial econometrics and theoretical finance, and is divided into three main parts. This book aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 162 pages, biography. BIC Classification: KCH. Category: (P) Professional & Scholarly; (UP) Postgraduate. Dimension: 234 x 156 x 11. Weight in Grams: 415. . 2000. Hardback. . . . . N° de réf. du vendeur V9780792378426
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Stochastic Volatility in Financial Markets | Crossing the Bridge to Continuous Time
impression à la demandeVendeur : preigu, Osnabrück, Allemagne
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Buch. Etat : Neu. Stochastic Volatility in Financial Markets | Crossing the Bridge to Continuous Time | Fabio Fornari (u. a.) | Buch | xv | Englisch | 2000 | Springer US | EAN 9780792378426 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. N° de réf. du vendeur 102563103
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Stochastic Volatility in Financial Markets
Edité par
Springer US, Springer US Mai 2000, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch. N° de réf. du vendeur 9780792378426
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Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Edité par
Springer US, Springer US, 2000
ISBN 10 : 0792378423
ISBN 13 : 9780792378426
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint. N° de réf. du vendeur 9780792378426
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