[1825 days] Modelling Stock Market Volatility: Bridging the Gap to Continuous Time
[1825 days] Modelling Stock Market Volatility: Bridging the Gap to Continuous Time [1825 days] Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

[1825 days] Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

CHI TIẾT SẢN PHẨM

Mã sản phẩm:
9780125982757
Tồn kho:
Còn hàng
Nhà xuất bản:
Loại bìa:
Page Fidelity
Ngôn ngữ:
English
Tác giả:
Rossi, Peter H.


Special Price 3,937,000 VNĐ

Còn VNĐ nữa bạn sẽ được miễn phí giao hàngTìm hiểu thêm

Thời gian giao hàng Xem thêm

Chính sách đổi trả Xem thêm

Số lượng

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 practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes. This work will lead to a rapid growth in their empirical application as they are increasingly subjected to routine specification testing.

Key Features
* Provides for the first time new insights on the links between continuous time and ARCH models
* Collects seminal scholarship by some of the most renowned researchers in finance and econometrics
* Captures complex arguments underlying the approximation and proper statistical modelling of continuous time volatility dynamics

Sản phẩm liên quan

New
[1825 days] Thin-Walled Structures with Structural Imperfections

Thin-walled structures are designed with advanced numerical analysis techniques and constructed usin..

4,191,000 VNĐ

New
[30 days] Basic AC Circuits

Basic AC Circuits, 2/E is a step-by-step approach to AC circuit technology for the beginning student..

822,000 VNĐ

New
[180 days] Dendritic Cells: Biology and Clinical Applications

Dendritic Cells, 2nd Edition is the new edition of the extremely successful book published in 1998. ..

2,172,000 VNĐ

New
[1825 days] The Gene Knockout Factsbook, Two-Volume Set

The FactsBooks Series has established itself as the best source of easily-accessible and accurate fa..

3,556,000 VNĐ

New
[1825 days] Germinal

..

38,000 VNĐ

New
[1825 days] Peptide-Lipid Interactions

This volume contains a comprehensive overview of peptide-lipid interactions by leading researchers. ..

5,461,000 VNĐ

New
[1825 days] Point-Based Graphics

The polygon-mesh approach to 3D modeling was a huge advance, but today its limitations are clear. Lo..

2,386,500 VNĐ

New
[1825 days] The Condition and Prospects of Hayti

This title is from the Hayes Barton Press "Originals" series, a collection of classic fiction and no..

38,000 VNĐ

0898536989