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Part of the book series: Dynamic Modeling and Econometrics in Economics and Finance (DMEF, volume 6)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
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.
Authors and Affiliations
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ING Group Credit Risk Management, Amsterdam, The Netherlands
Eugenie M. J. H. Hol
Bibliographic Information
Book Title: Empirical Studies on Volatility in International Stock Markets
Authors: Eugenie M. J. H. Hol
Series Title: Dynamic Modeling and Econometrics in Economics and Finance
DOI: https://doi.org/10.1007/978-1-4757-5129-1
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media Dordrecht 2003
Hardcover ISBN: 978-1-4020-7519-3Published: 31 July 2003
Softcover ISBN: 978-1-4419-5375-9Published: 19 November 2010
eBook ISBN: 978-1-4757-5129-1Published: 09 March 2013
Series ISSN: 1566-0419
Series E-ISSN: 2363-8370
Edition Number: 1
Number of Pages: XIV, 161
Topics: Econometrics, International Economics
Industry Sectors: Finance, Business & Banking