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Soft cover. Condizione: Very Good. 1st Edition. 41p, with 1 figure and 4 tables in the text, camera-ready typescript, paperback, a VG+ ex-library copy.

Soft cover. Condizione: Very Good. 1st Edition. 47p, with 12 figures and 7 tables in the text, a VG+ paperback, ex-library.

Condizione: NEW.

Condizione: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New. In.

Condizione: New. In.

Condizione: New. pp. 168.

Condizione: New. pp. 164.

Condizione: New. Presents topics in financial econometrics and theoretical finance, and is divided into three main parts. This book aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 162 pages, biography. BIC Classification: KCH. Category: (P) Professional & Scholarly; (UP) Postgraduate. Dimension: 234 x 156 x 11. Weight in Grams: 415. . 2000. Hardback. . . . .

Condizione: New. Presents topics in financial econometrics and theoretical finance, and is divided into three main parts. This book aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 162 pages, biography. BIC Classification: KCH. Category: (P) Professional & Scholarly; (UP) Postgraduate. Dimension: 234 x 156 x 11. Weight in Grams: 415. . 2000. Hardback. . . . . Books ship from the US and Ireland.

Buch. Condizione: Neu. Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint. 172 pp. Englisch.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint. 164 pp. Englisch.

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: t.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: t.

Condizione: New. Print on Demand pp. 168 Illus.

Condizione: New. Print on Demand pp. 164 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condizione: New. PRINT ON DEMAND pp. 168.

Condizione: New. PRINT ON DEMAND pp. 164.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 164 pp. Englisch.