Aggregations and Marginalization of GARCH and Stochastic Volatility Models

Aggregations and Marginalization of GARCH and Stochastic Volatility Models
Author: Meddahi, Nour
Publisher: Montréal : Université de Montréal, Centre de recherche et développement en économique
Total Pages: 73
Release: 1997
Genre:
ISBN: 9782893823737


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Aggregations and Marginalization of GARCH and Stochastic Volatility Models
Language: en
Pages: 73
Authors: Meddahi, Nour
Categories:
Type: BOOK - Published: 1997 - Publisher: Montréal : Université de Montréal, Centre de recherche et développement en économique

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Aggregations and marginalization of GARCH and stochastic volatility models
Language: fr
Pages:
Authors: Nour Meddahi
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Contemporaneous Aggregation of GARCH Processes
Language: en
Pages: 60
Authors: Paolo Zaffaroni
Categories: Heteroscedasticity
Type: BOOK - Published: 2000 - Publisher:

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Nonlinear and Nonstationary Signal Processing
Language: en
Pages: 510
Authors: W. J. Fitzgerald
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: Cambridge University Press

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Signal processing, nonlinear data analysis, nonlinear time series, nonstationary processes.
Option Pricing, Interest Rates and Risk Management
Language: en
Pages: 324
Authors: Elyès Jouini
Categories: Derivative securities
Type: BOOK - Published: 2001 - Publisher: Cambridge University Press

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This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading resea