Handbook of volatility models and their applications /

• Other Authors: Bauwens, Luc, 1952-, Hafner, Christian, Laurent, Sébastien, 1974-
• Format: eBook
• Language: English
• Published: Hoboken, N.J. : Wiley, [2012]
• Series: Wiley handbooks in financial engineering and econometrics.
• Subjects: Banks and banking > Econometric models.; Finance > Econometric models.; GARCH model.; BUSINESS & ECONOMICS > Finance.; Business.; Electronic books.

"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen expert...