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Can I read Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance) on EtoBox?
Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance) by Eugenie M.J.H. Hol is a business book available to read on EtoBox.
What is Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance) about?
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. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but a
Who reads Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Eugenie M.J.H. Hol
- Publisher
- Springer Netherlands
- Published
- 2013
- Language
- EN
- ISBN
- 9781475751291
- Category
- business
- Subjects
- Business, Economics, Finance
- Updated
- 2026-03-25
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