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Modelling Volatility

Modelling Volatility






Publisher:  Palgrave Macmillan
Summary: Volatility is an inherent feature of economic data, especially financial time series as recent changes in stock prices bear witness. Students, academics and professional economists alike will benefit from the practical orientation and applied nature of this book. Jan Podivinsky provides a comprehensive and authoritative overview of the models and methods used to analyze volatility in time series data and illustrates ...practical issues using econometric software. [read more]

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Product Details
Modelling Volatility

ISBN-13: 9781403902061

ISBN: 1403902062

Publisher: Palgrave Macmillan
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