Showing 1 - 2 of 2
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...
Persistent link: https://www.econbiz.de/10013519244
Persistent link: https://www.econbiz.de/10003849531