Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics) Год выпуска: 2012Автор: Luc Bauwens, Christian M. Hafner, Sebastien LaurentИздательство: Страниц: 568ISBN: 0470872519Описание A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency.Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of...
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катя, 17.05 Спасибо большое! Это то, что нужно!
