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 ...
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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.
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Add this copy of Volatility (2 Vol Set) to cart. $528.12, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility (2 Vol Set) to cart. $530.25, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility (the International Library of Critical to cart. $532.76, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility (the International Library of Critical to cart. $532.76, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility (the International Library of Critical to cart. $535.87, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility to cart. $558.34, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility to cart. $560.47, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility to cart. $563.30, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility to cart. $563.30, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2018 by Edward Elgar Publishing.
Add this copy of Volatility to cart. $566.42, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2018 by Edward Elgar Publishing.
