Handbook of volatility models and their applications

Author(s)

• Bauwens, Luc
• Hafner, Christian, econometrist
• Laurent, Sébastien

Bibliographic Information

Handbook of volatility models and their applications

Luc Bauwens, Christian Hafner, Sebastien Laurent

（Wiley handbooks in financial engineering and econometrics, 3）

Wiley, c2012

Note

Bibliography: p. 487-535

Includes index

Details

• NCID: BB09384081
• ISBN:
  • 9780470872512
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xx, 543 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.015195
• Subject Headings:
  • LCSH : Banks and banking -- Econometric models
  • LCSH : Finance -- Econometric models
  • LCSH : GARCH model
• Parent Bibliography ID:
  • BB07939866