Stochastic Volatility in Financial Markets Crossing the Bridge to Continuous Time

Stochastic Volatility in Financial Markets Crossing the Bridge to Continuous Time / by Antonio Mele, Fabio Fornari.

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of finan...

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Bibliographic Details
Main Authors: Mele, Antonio (Author), Fornari, Fabio (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2000.
Edition:1st ed. 2000.
Series:Dynamic Modeling and Econometrics in Economics and Finance, 3
Springer eBook Collection.
Subjects:
Econometrics.
Finance.
Economic theory.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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