Volatility Clustering in Financial Markets
Language: en
Pages: 28

Volatility Clustering in Financial Markets

Authors: Thomas Lux
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Volatility Clustering in Financial Markets
Language: en
Pages: 28

Volatility Clustering in Financial Markets

Authors: Thomas Lux
Categories:
Type: BOOK - Published: 1998 - Publisher:

GET EBOOK

Long Memory in Economics
Language: en
Pages: 394

Long Memory in Economics

Authors: Gilles Teyssière
Categories: Business & Economics
Type: BOOK - Published: 2006-09-22 - Publisher: Springer Science & Business Media

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Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on
Financial Models with Levy Processes and Volatility Clustering
Language: en
Pages: 316

Financial Models with Levy Processes and Volatility Clustering

Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2011-02-08 - Publisher: John Wiley & Sons

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An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Pro
Asset Price Dynamics, Volatility, and Prediction
Language: en
Pages: 544

Asset Price Dynamics, Volatility, and Prediction

Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2011-02-11 - Publisher: Princeton University Press

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo