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Stochastic volatility in financial m...

Mele, Antonio.

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Stochastic volatility in financial markets : = crossing the bridge to continuous time /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic volatility in financial markets :/ Fabio Fornari and Antonio Mele.
其他題名:	crossing the bridge to continuous time /
作者:	Fornari, Fabio.
其他作者:	Mele, Antonio.
出版者:	Boston, Mass. :Kluwer Academic Publishers, : c2000.,
面頁冊數:	ix, 145 p. :ill. ;24 cm.
叢書名:	Dynamic modeling and econometrics in economics and finance ;
標題:	Capital market - Econometric models. -
ISBN:	0792378423 :

Stochastic volatility in financial markets : = crossing the bridge to continuous time /
Fornari, Fabio.

Stochastic volatility in financial markets :crossing the bridge to continuous time /Fabio Fornari and Antonio Mele. - Boston, Mass. :Kluwer Academic Publishers,c2000. - ix, 145 p. :ill. ;24 cm. - Dynamic modeling and econometrics in economics and finance ;v. 3.

Includes bibliographical references (p. [129]-142) and index.

ISBN: 0792378423 :EUR109.95

LCCN: 00028741Subjects--Topical Terms:

710051
Capital market
--Econometric models.

LC Class. No.: HG173 / .F67 2000

Dewey Class. No.: 332/.01/5195

Stochastic volatility in financial markets : = crossing the bridge to continuous time /
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650 $a Stochastic analysis. $3 533923
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