Modelling stock market volatility : bridging the gap to continuous time

Author(s)

• Rossi, Peter E. (Peter Eric)

Bibliographic Information

Modelling stock market volatility : bridging the gap to continuous time

edited by Peter E. Rossi

Academic Press, c1996

Note

Includes bibliographical references and index

Details

• NCID: BA29435111
• ISBN:
  • 0125982755
• LCCN: 96026267
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: San Diego
• Pages/Volumes: xviii, 485 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.15
  • LCC : HG4636
  • DC20 : 332.63/222
• Subject Headings:
  • LCSH : Stocks -- Prices -- Mathematical models
  • FREE : Continuous time