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Volatility (Hardcover) Loot Price: R22,100
Discovery Miles 221 000
Repayment Terms: R2,071 pm x 12*
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Volatility (Hardcover): Torben G Andersen, Tim Bollerslev

Volatility (Hardcover)

Torben G Andersen, Tim Bollerslev

Series: The International Library of Critical Writings in Economics series

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Loot Price R22,100 Discovery Miles 221 000 | Repayment Terms: R2,071 pm x 12*

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Volatility ranks among the most active and successful areas of research in econometrics and empirical asset pricing finance over the past three decades. This research review studies and analyses some of the most influential published works from this burgeoning literature, both classic and contemporary. Topics covered include GARCH, stochastic and multivariate volatility models as well as forecasting, evaluation and high-frequency data. This insightful review presents and discusses the most important milestones and contributions that helped pave the way to today's understanding of volatility.

General

Imprint: Edward Elgar Publishing Ltd
Country of origin: United Kingdom
Series: The International Library of Critical Writings in Economics series
Release date: April 2018
Editors: Torben G Andersen • Tim Bollerslev
Dimensions: 244 x 169 x 102mm (L x W x H)
Format: Hardcover
Pages: 1760
ISBN-13: 978-1-78811-061-7
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-78811-061-7
Barcode: 9781788110617

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