Financial Mathematics, Volatility And Covariance Modelling
Subtitle: Volume 2
Edition: First edition
Series: Routledge Advances in Applied Financial Econometrics (Book 2)
Publisher: Routledge
Published: July 15, 2019
Place of publication: Milton, Cambridge, UK
Language: eng
Format: Paperback; Hardcover
Number of pages: 381
ISBN-13: 9781138060944; 9781315162737
Copyright date: c2019
Description: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.
Notes: The Routledge Advances in Applied Financial Econometrics series brings together the latest research on econometric techniques and empirical cases in the fields of commodities finance, mathematics and stochastics, international macroeconomics and financial econometrics. It provides a single repository on the current state of knowledge, the latest debates and recent literature in the field. 

Includes bibliographical references and index.