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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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An introduction to analysis of financial data with R
Tsay, Ruey S. - 2013
Persistent link: https://www.econbiz.de/10009678179
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Analytically tractable stochastic stock price models
Gulisashvili, Archil - 2012
Persistent link: https://www.econbiz.de/10009623216
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The Volatility course workbook : step-by-step exercises to help you master the volatility course
Fontanills, George A.; Gentile, Tom - 2003
Persistent link: https://www.econbiz.de/10001718783
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The volatility course
Fontanills, George A.; Gentile, Tom - 2003
Persistent link: https://www.econbiz.de/10001626305
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A time series approach to option pricing : models, methods and empirical performances
Chorro, Christophe; Guégan, Dominique; Ielpo, Florian - 2015
Persistent link: https://www.econbiz.de/10010458461
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Applied asset and risk management : a guide to modern portfolio management and behavior-driven markets
Schulmerich, Marcus; Leporcher, Yves-Michel; Eu, Ching-Hwa - 2015 - Aufl. 2015
Persistent link: https://www.econbiz.de/10010429724
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005
Persistent link: https://www.econbiz.de/10002934295