All-purpose | Everything Else

Stochastic Volatility In Financial Markets: Crossing The Bridge To Continuous Time

by Antonio Mele

2021-06-03 06:07:45

Compare Price
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... Read more
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 financial markets volatility. This phenomenon, technically termed `stochastic volatility'', or `conditional heteroskedasticity'', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint. Less

Book Details

ISBN9780792378426
autor-image
Antonio Mele
Author
...

Compare Prices

Store Availability Book Format Condition Price
Indigo Books & Music In Stock Buy CAD 194.95
Indigo Books & MusicIn Stock
Format
Condition
Buy CAD 194.95
Available Discount
No Discount available

Related Books

View All
Diary of an Awesome Friendly Kid: Rowley Jefferson's Journal
☆ ☆ ☆ ☆ ☆
Trillion Dollar Coach: The Leadership Playbook of Silicon Valley's Bill Campbell
☆ ☆ ☆ ☆ ☆
Feed Your Best Friend Better: Easy, Nutritious Meals and Treats for Dogs
☆ ☆ ☆ ☆ ☆
There Was an Old Lady Who Swallowed a Chick!
☆ ☆ ☆ ☆ ☆
Row, Row, Row Your Boat (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
The Wonderful Things You Will Be
☆ ☆ ☆ ☆ ☆
House of Shadows: An Enthralling Historical Mystery
☆ ☆ ☆ ☆ ☆
Hurricane Season
☆ ☆ ☆ ☆ ☆
Twinkle, Twinkle, Little Star (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
The Silent Woman (Cat Carlisle, Book 1)
☆ ☆ ☆ ☆ ☆
We Are Not Friends (You Are Not Small)
☆ ☆ ☆ ☆ ☆
Life Will Be the Death of Me: ...And You Too!
☆ ☆ ☆ ☆ ☆
Commander in Cheat: How Golf Explains Trump
☆ ☆ ☆ ☆ ☆
The Pout-Pout Fish
☆ ☆ ☆ ☆ ☆
Good Night, Little Blue Truck
☆ ☆ ☆ ☆ ☆
You Be You: Detox Your Life, Crush Your Limitations, and Own Your Awesome
☆ ☆ ☆ ☆ ☆
The Secret Wife: A captivating story of romance, passion and mystery
☆ ☆ ☆ ☆ ☆
Made for Me
☆ ☆ ☆ ☆ ☆
Secrets Between Us: An absolutely gripping psychological thriller
☆ ☆ ☆ ☆ ☆
Clean & Lean: 30 Days, 30 Foods, a New You!
☆ ☆ ☆ ☆ ☆
Going to School
☆ ☆ ☆ ☆ ☆
American Moonshot: John F. Kennedy and the Great Space Race
☆ ☆ ☆ ☆ ☆
The Book Club
☆ ☆ ☆ ☆ ☆
Falter: Has the Human Game Begun to Play Itself Out?
☆ ☆ ☆ ☆ ☆
Can't Make This Stuff Up!: Finding the Upside to Life's Downs
☆ ☆ ☆ ☆ ☆

Join us and get access to all
your favourite books

Sign up for free and start exploring thousands of eBooks today.

Sign up for free

Stay in touch.

© 2026 AMPLE READS