Handbook of Volatility Models and Their Applications by Luc Bauwens, Christian M. Hafner and Sebastien Laurent
English | 2012 | ISBN: 0470872519 | 568 pages | PDF | 8,1 MB
A complete guide to the theory and practice of volatility models in financial engineering
Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.