A practical guide to forecasting financial market volatility /

"This book gives clear and practical guidance on how to model and forecast volatility using only volatility models that have been tested for their forecasting performance. The book focuses on describing, evaluating and comparing research in volatility forecasting and provides some background on...

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Bibliographic Details
Main Author:	Poon, Ser-Huang
Format:	Book
Language:	English
Published:	Chichester ; Hoboken, NJ : Wiley, c2005 Chichester ; Hoboken, NJ : ©2005
Series:	The Wiley finance series Wiley finance series
Subjects:	Options (Finance) > Mathematical models Securities > Prices > Mathematical models Stock price forecasting > Mathematical models Guide (Descripteur de forme)

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Harvard University

Holdings details from Harvard University
Call Number:	HG6024.A3 P66 2005

Dartmouth College

Holdings details from Dartmouth College
Call Number:	HG6024.A3 P66 2005

Cornell University

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Call Number:	HG6024.A3 P66 2005

Princeton University

Holdings details from Princeton University
Call Number:	HG6024.A3 P66 2005