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|a 332.642015118
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245 |
0 |
0 |
|a Forecasting volatility in the financial markets /
|c edited by John Knight, Stephen Satchell.
|
250 |
|
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|a Third edition.
|
264 |
|
1 |
|a Oxford :
|b Butterworth-Heinemann,
|c [2007]
|
264 |
|
4 |
|c ©2007
|
300 |
|
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|a viii, 415 pages :
|b illustrations ;
|c 25 cm.
|
336 |
|
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|a text
|b txt
|2 rdacontent
|
337 |
|
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|a unmediated
|b n
|2 rdamedia
|
338 |
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|a volume
|b nc
|2 rdacarrier
|
490 |
1 |
|
|a Quantitative finance series
|
504 |
|
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|a Includes bibliographical references and index.
|
505 |
0 |
0 |
|t What good is a volatility model? /
|r Robert F. Engle and Andrew J. Patton --
|t Modelling slippage: an application to the bund futures contract /
|r Emmanuel Acar and Edouard Petitdidier --
|t Variations in the mean and volatility of stock returns around turning points of the business cycleby /
|r Gabriel Perez-Quiros and Allan Timmermann --
|t Applications of portfolio variety /
|r Dan diBartolomeo.
|
588 |
|
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|a Machine converted from AACR2 source record.
|
650 |
|
0 |
|a Options (Finance)
|x Mathematical models
|9 717240
|
650 |
|
0 |
|a Securities
|x Prices
|x Mathematical models.
|
650 |
|
0 |
|a Stock price forecasting
|x Mathematical models
|9 717950
|
700 |
1 |
|
|a Knight, John L.,
|e editor.
|9 243962
|
700 |
1 |
|
|a Satchell, S.
|q (Stephen),
|e editor.
|9 241430
|
830 |
|
0 |
|a Quantitative finance series.
|9 1045492
|
907 |
|
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|a .b11199027
|b 11-07-17
|c 27-10-15
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