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Bauwens, Luc

Libros de: Bauwens, Luc

Mostrando 2 libros encontrados. (1 páginas).

  • Handbook of Volatility Models and Their Applications

    Handbook of Volatility Models and Their Applications

    Bauwens, Luc Hafner, Christian Laurent, Sebastien

    Wiley & Sons Ltd. (2012)

    valoración

    • EAN: 9780470872512
    • Páginas: 568
    • Fecha de edición: 2012

    pvp.135,20 €

    Disponible entre 11 y 20 dias

    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 ...

  • High Frequency Financial Econometrics: Recent Developments.

    High Frequency Financial Econometrics: Recent Developments.

    Bauwens, Luc Pohlmeier, Winfried Veredas, David

    Physica Verlag (2007)

    valoración

    • EAN: 9783790819915
    • Páginas: 312
    • Fecha de edición: 2007

    pvp.163,75 €

    Disponible entre 11 y 20 dias

    This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market ...