Modeling Asset Volatility (Presentation Slides)
| Year of publication: |
2023
|
|---|---|
| Authors: | Kinlay, J |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price | CAPM |
| Description of contents: |
A review of econometric models and techniques applicable to modeling asset volatility processes
|
freely available
| Extent: | 1 Online-Ressource (95 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 11, 2005 erstellt |
| Other identifiers: | 10.2139/ssrn.4354545 [DOI] |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014257573