Artículos relacionados a Stochastic Volatility in Financial Markets: Crossing...
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance) - Tapa dura
Sinopsis
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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor
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.
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 41,81
EUR 10,44 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoOtras ediciones populares con el mismo título
Resultados de la búsqueda para Stochastic Volatility in Financial Markets: Crossing...
Imagen de archivo
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Librería: Better World Books Ltd, Dunfermline, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Nº de ref. del artículo: 11643489-6
Cantidad disponible: 1 disponibles
Imagen de archivo
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling & Econometrics in Economics & Finance)
Publicado por
Kluwer Academic Publishers, 2000
ISBN 10: 0792378423
ISBN 13: 9780792378426
Nuevo
Tapa dura
Librería: New Book Sale, London, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: New. Usually Dispatched within 1-2 Business Days , Buy with confidence , excellent customer service. Nº de ref. del artículo: 0792378423--21
Cantidad disponible: 1 disponibles
Imagen de archivo
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Librería: Better World Books, Mishawaka, IN, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Used book that is in clean, average condition without any missing pages. Nº de ref. del artículo: 16482366-6
Cantidad disponible: 1 disponibles
Imagen del vendedor
Stochastic Volatility in Financial Markets
Impresión bajo demandaLibrería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Gebunden. Condición: 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. Nº de ref. del artículo: 5970470
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Volatility in Financial Markets
Impresión bajo demandaLibrería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: 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. Nº de ref. del artículo: 9780792378426
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance, 3)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9780792378426_new
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Publicado por
Springer US, Springer US, 2000
ISBN 10: 0792378423
ISBN 13: 9780792378426
Nuevo
Tapa dura
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: 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. Nº de ref. del artículo: 9780792378426
Cantidad disponible: 1 disponibles
Imagen del vendedor
Stochastic Volatility in Financial Markets
Publicado por
Springer US, Springer US Mai 2000, 2000
ISBN 10: 0792378423
ISBN 13: 9780792378426
Nuevo
Tapa dura
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: 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. Nº de ref. del artículo: 9780792378426
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time
Impresión bajo demandaLibrería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 445. Nº de ref. del artículo: C9780792378426
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Stochastic Volatility in Financial Markets
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 168. Nº de ref. del artículo: 26317507
Cantidad disponible: 4 disponibles