Handbook of Volatility Models and Their Applications by Luc Bauwens

Handbook of Volatility Models and Their Applications by Luc Bauwens

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.

"Conceived and written by over two-dozen experts in the fi eld, the book cohesively demonstrates how 'volatile' certain statistical decision-making techniques can be when solving a range of financial problems" (Zentralblatt MATH 2016)

Luc Bauwens, PhD, is Professor of Economics at the Université catholique de Louvain (Belgium), where he is also President of the Center for Operations Research and Econometrics (CORE). He has written more than 100 published papers on the topics of econometrics, statistics, and microeconomics.

Christian Hafner, PhD, is Professor and President of the Louvain School of Statistics, Biostatistics, and Actuarial Science (LSBA) at the Université catholique de Louvain (Belgium). He has published extensively in the areas of time series econometrics, applied nonparametric statistics, and empirical finance.

Sebastien Laurent, PhD, is Associate Professor of Econometrics in the Department of Quantitative Economics at Maastricht University (The Netherlands). Dr. Laurent's current areas of research interest include financial econometrics and computational econometrics.

SKU	Unavailable
ISBN 13	9780470872512
ISBN 10	0470872519
Title	Handbook of Volatility Models and Their Applications
Author	Luc Bauwens
Series	Wiley Handbooks In Financial Engineering And Econometrics
Condition	Unavailable
Binding Type	Hardback
Publisher	Wiley
Year published	2012-04-27
Number of pages	576
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.