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Empirical Studies on Volatility in International Stock Markets - Dynamic Modeling and Econometrics in Economics and Finance Eugenie M.J.H. Hol 2003 edition
Empirical Studies on Volatility in International Stock Markets - Dynamic Modeling and Econometrics in Economics and Finance
Eugenie M.J.H. Hol
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application.
161 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 31, 2003 |
| ISBN13 | 9781402075193 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 161 |
| Dimensions | 155 × 235 × 11 mm · 417 g |
| Language | English |