Handbook of volatility models and their applications
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2012.
|
| Series: | Wiley handbooks in financial engineering and econometrics ;
3. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 008 | 111130s2012 nju sb 001 0 eng d | ||
| 010 | |z 2011044256 | ||
| 020 | |z 9780470872512 | ||
| 020 | |z 9781118271995 | ||
| 035 | |a (CaPaEBR)ebr10546576 | ||
| 035 | |a (OCoLC)785426815 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG1601 |b .B38 2012eb |
| 082 | 0 | 4 | |a 332.01/5195 |2 23 |
| 100 | 1 | |a Bauwens, Luc, |d 1952- | |
| 245 | 1 | 0 | |a Handbook of volatility models and their applications |h [electronic resource] / |c Luc Bauwens, Christian Hafner, Sebastien Laurent. |
| 260 | |a Hoboken, N.J. : |b John Wiley & Sons, Inc., |c 2012. | ||
| 300 | |a xx, 543 p. | ||
| 490 | 1 | |a Wiley handbooks in financial engineering and econometrics ; |v 3 | |
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Banks and banking |x Econometric models. | |
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a GARCH model. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Hafner, Christian. | |
| 700 | 1 | |a Laurent, Sébastien, |d 1974- | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Wiley handbooks in financial engineering and econometrics ; |v 3. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10546576 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 136351 |d 136351 | ||