Modelling stock market volatility : 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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Full Text (via O'Reilly/Safari) |
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| Format: | eBook |
| Language: | English |
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San Diego :
Academic Press,
©1996.
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Internet
Full Text (via O'Reilly/Safari)Online
| Call Number: |
HG4636 .M63 1996eb
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| HG4636 .M63 1996eb | Available |