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· 제목 : Forecasting Volatility in the Financial Markets (Hardcover, 3 ed)
· 분류 : 외국도서 > 경제경영 > 전망
· ISBN : 9780750669429
· 쪽수 : 415쪽
· 출판일 : 2007-02-19
· 분류 : 외국도서 > 경제경영 > 전망
· ISBN : 9780750669429
· 쪽수 : 415쪽
· 출판일 : 2007-02-19
목차
Selected Contents:
What good is a volatility model?
by Robert F. Engle and Andrew J. Patton
Modelling slippage: an application to the bund futures contract
by Emmanuel Acar and Edouard Petitdidier
Variations in the mean and volatility of stock returns around turning points of the business cycle
by Gabriel Perez-Quiros and Allan Timmermann
Applications of portfolio variety
Dan diBartolomeo
