Handbook of Volatility Models and Their Applications Bauwens Hardback

Handbook of Volatility Models and Their ApplicationsAuthor(s): Luc Bauwens, Christian M. Hafner, Sebastien Laurent\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780470872512, 978-0470872512\nSynopsis\nA complete guide to the theory and practice of volatility models in financial engineering \n\nVolatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency.\n\n Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research,.