Modelling financial time series
Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 19...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | पुस्तक |
| भाषा: | English |
| प्रकाशित: |
Singapore
World Scientific Pub.
2008.
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| संस्करण: | 2nd ed. |
| विषय: |