Forecasting volatility in the financial markets / edited by John Knight, Stephen Satchell.

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Bibliographic Details
Other Authors: Knight, John L. (Editor), Satchell, S. (Stephen) (Editor)
Format: Book
Language:English
Published: Oxford : Butterworth-Heinemann, [2007]
Edition:Third edition.
Series:Quantitative finance series.
Subjects:

MARC

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245 0 0 |a Forecasting volatility in the financial markets /  |c edited by John Knight, Stephen Satchell. 
250 |a Third edition. 
264 1 |a Oxford :  |b Butterworth-Heinemann,  |c [2007] 
264 4 |c ©2007 
300 |a viii, 415 pages :  |b illustrations ;  |c 25 cm. 
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338 |a volume  |b nc  |2 rdacarrier 
490 1 |a Quantitative finance series 
504 |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 |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 
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