Franklin

Empirical studies on volatility in international stock markets / by Eugenie M.J.H. Hol.

Author/Creator:
Hol, Eugenie M. J. H.
Publication:
Dordrecht ; Boston : Kluwer Academic, c2003.
Format/Description:
Book
xiv, 161 p. : ill. ; 25 cm.
Series:
Dynamic modeling and econometrics in economics and finance ; v. 6
Status/Location:
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Details

Subjects:
Options (Finance) -- Mathematical models.
Stock price forecasting -- Mathematical models.
Securities -- Prices -- Mathematical models.
Stochastic analysis.
Notes:
Includes bibliographical references (p. 151-157) and index.
ISBN:
1402075197
OCLC:
52358465