Handbook of volatility models and their applications /

Main Author: Bauwens, Luc, 1952-
Other Authors: Hafner, Christian, Laurent, Sébastien,
Format: Book
Language:English
Published: Hoboken, NJ : Wiley, 2012
Series:Wiley handbooks in financial engineering and econometrics ; 3
Subjects:
Physical Description:xx, 543 p. : ill. ; 24 cm
Bibliography:Includes bibliographical references (p. 487-535) and index
ISBN:9780470872512