Buch, Englisch, 422 Seiten, Paperback, Format (B × H): 156 mm x 234 mm, Gewicht: 641 g
Selected Readings
Buch, Englisch, 422 Seiten, Paperback, Format (B × H): 156 mm x 234 mm, Gewicht: 641 g
Reihe: Advanced Texts in Econometrics
ISBN: 978-0-19-877432-7
Verlag: OUP Oxford
- what model to use
- what time intervals to employ - how to model multivariate systems
- how to apply the models to price and trade options
- how to model volatility spillovers across markets and within the day
For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.