Empirical studies on volatility in international stock markets
By: by Eugenie M.J.H. Hol
Series: Dynamic modeling and econometrics in economics and finance -- v. 6
Publisher: Kluwer Academic
Published: 2003
Place of publication: Dordrecht; Boston
Language: eng
Number of pages: 160
Subjects: Options (Finance) -- Mathematical models; Stock price forecasting -- Mathematical models; Securities -- Prices -- Mathematical models; Stochastic analysis
Description: "The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area."--Jacket.
Notes: Includes bibliographical references (p. 151-157) and index