Modelling stock market volatility [electronic resource] : bridging the gap to continuous time / edited by Peter E. Rossi.
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 pract...
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| Format: | Electronic eBook |
| Language: | English |
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San Diego :
Academic Press,
©1996.
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