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Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications by Bauwens, Luc (editor);Hafner, Christian (editor);Laurent, Sebastien (editor) is a nonfiction available to read on EtoBox.
What is Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications about?
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 volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spill
Who reads Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Bauwens, Luc (editor);Hafner, Christian (editor);Laurent, Sebastien (editor)
- Publisher
- John Wiley & Sons, Incorporated
- Published
- 2012
- Language
- EN
- ISBN
- 9780470872512
- Category
- nonfiction
- Subjects
- Finance, Economics, Business
Other editions & translations
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