9780792378426 - stochastic volatility in financial markets: crossing the bridge to continuous time (dynamic modeling and econometrics in economics and finance, 3, band 3) von mele, antonio; fornari, fabio (3 Ergebnisse)
- Hardcover
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes KönigreichRia Christie Collections
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 116,65
EUR 14,00 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
Zustand: New. In.
- Hardcover
Anbieter: Kennys Bookstore, Olney, MD, USAKennys Bookstore
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 168,32
EUR 9,24 VersandVersand innerhalb von USAAnzahl: 15 verfügbar
Zustand: 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 Eco…nomics 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. . . . . Books ship from the US and Ireland.
- Weitere Bilder
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 112,77
EUR 62,15 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: 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 occurrenc…e 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.
