Empirical studies on volatility in international stock markets

Author(s)

• Hol, Eugenie M. J. H.

Bibliographic Information

Empirical studies on volatility in international stock markets

by Eugenie M.J.H. Hol

（Dynamic modeling and econometrics in economics and finance / series editors, Stefan Mittnik, Willi Semmler, v. 6）

Kluwer Academic, c2003

Note

Includes bibliographical references (p. 151-157) and index

Details

• NCID: BA63348960
• ISBN:
  • 1402075197
• LCCN: 2003054983
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Dordrecht ; Boston
• Pages/Volumes: xiv, 161 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332.63/222/01519
• Subject Headings:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Stock price forecasting -- Mathematical models
  • LCSH : Securities -- Prices -- Mathematical models
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA40991083