In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation:
- what model to use
- what time intervals to employ^ - how to model multivariate systems
- how to apply the models to price and trade options
- how to model volatility spillovers across markets and within the day
For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: which model to use, what time intervals to employ, how to model multivariate systems, how to apply the models to price and trade options, and how to model volatility spillovers across markets and within the day.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 8,93 für den Versand von USA nach Deutschland
Versandziele, Kosten & DauerEUR 5,78 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerAnbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.4. Artikel-Nr. G019877432XI3N00
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Paperback. Zustand: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.4. Artikel-Nr. G019877432XI2N00
Anzahl: 1 verfügbar
Anbieter: My Dead Aunt's Books, Hyattsville, MD, USA
paperback. Zustand: As New. Pristine copy. Artikel-Nr. 65365J
Anzahl: 1 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9780198774327_new
Anzahl: Mehr als 20 verfügbar