Modelling Stock Market Volatility: Bridging The Gap To Continuous Time
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| Google books | books.google.com |
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| Originally published | November 18, 1996 |
| Editors | Peter H. Rossi |
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| ID | 2224368 |
About Modelling Stock Market Volatility: Bridging The Gap To Continuous Time
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. . . .