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Part of the book series: Dynamic Modeling and Econometrics in Economics and Finance (DMEF, volume 3)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Bank of Italy, Italy
Fabio Fornari
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Université du Littoral, France
Antonio Mele
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THEMA, Université de Paris X, France
Antonio Mele
Bibliographic Information
Book Title: Stochastic Volatility in Financial Markets
Book Subtitle: Crossing the Bridge to Continuous Time
Authors: Fabio Fornari, Antonio Mele
Series Title: Dynamic Modeling and Econometrics in Economics and Finance
DOI: https://doi.org/10.1007/978-1-4615-4533-0
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2000
Hardcover ISBN: 978-0-7923-7842-6Published: 31 May 2000
Softcover ISBN: 978-1-4613-7045-1Published: 26 October 2012
eBook ISBN: 978-1-4615-4533-0Published: 06 December 2012
Series ISSN: 1566-0419
Series E-ISSN: 2363-8370
Edition Number: 1
Number of Pages: XV, 147
Topics: Econometrics, Finance, general, Economic Theory/Quantitative Economics/Mathematical Methods