Title: Empirical studies on volatility in international stock markets
First published: 2003
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.
Subjects: Mathematical models, Securities, Options (Finance), Stock price forecasting, Prices, Stochastic analysis
LC classification: HG6024.A3 H65 2003