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Descrizione libro Condizione: New. New. In shrink wrap. Looks like an interesting title! 1.4. Codice articolo Q-019877432X
Descrizione libro Condizione: New. Codice articolo 80406-n
Descrizione libro Condizione: New. Codice articolo ABLIING23Feb2215580044959
Descrizione libro PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9780198774327
Descrizione libro Paperback. Condizione: new. Paperback. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility andcorrelation: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options -how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidlyexpanding field of research. A collection of work which brings together readings on ARCH models, both applied and theoretical, half by R.F. Engle, and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780198774327
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9780198774327_lsuk
Descrizione libro PF. Condizione: New. Codice articolo 6666-IUK-9780198774327
Descrizione libro Condizione: New. Codice articolo 80406-n
Descrizione libro Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780198774327
Descrizione libro PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo L0-9780198774327