Modelling stock market volatility : bridging the gap to continuous time
ed. by Peter E. Rossi
| Year of publication: |
1996
|
|---|---|
| Other Persons: | Rossi, Peter E. (ed.) |
| Publisher: |
San Diego, Calif. [u.a.] : Academic Press |
| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory | USA | Aktienmarkt | Kursschwankung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] |
| Extent: | XVIII, 485 S graph. Darst 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Literaturangaben Enth. 14 Beitr. |
| ISBN: | 0-12-598275-5 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013475092