Modelling stock market volatility : bridging the gap to continuous time

著者

• Rossi, Peter E. (Peter Eric)

書誌事項

Modelling stock market volatility : bridging the gap to continuous time

edited by Peter E. Rossi

Academic Press, c1996

注記

Includes bibliographical references and index

• NII書誌ID(NCID): BA29435111
• ISBN:
  • 0125982755
• LCCN: 96026267
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: San Diego
• ページ数/冊数: xviii, 485 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 338.15
  • LCC : HG4636
  • DC20 : 332.63/222
• 件名:
  • LCSH : Stocks -- Prices -- Mathematical models
  • FREE : Continuous time