Handbook of volatility models and their applications
CiNii
Available at 13 libraries
Bibliographic Information
- Title
- "Handbook of volatility models and their applications"
- Statement of Responsibility
- Luc Bauwens, Christian Hafner, Sebastien Laurent
- Publisher
-
- Wiley
- Publication Year
-
- c2012
- Book size
- 25 cm
Search this Book/Journal
Notes
Bibliography: p. 487-535
Includes index
- Tweet
Details 詳細情報について
-
- CRID
- 1130282269598346752
-
- NII Book ID
- BB09384081
-
- ISBN
- 9780470872512
-
- Text Lang
- en
-
- Country Code
- us
-
- Title Language Code
- en
-
- Place of Publication
-
- Hoboken, N.J.
-
- Classification
-
- DC23: 332.015195
-
- Subject
-
- LCSH: Banks and banking -- Econometric models
- LCSH: Finance -- Econometric models
- LCSH: GARCH model
-
- Data Source
-
- CiNii Books