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Bocconi and Springer Ser.: Continuous Time Processes for Finance : Switching, Self-Exciting, Fractional and Other Recent Dynamics by Donatien Hainaut (2022, Hardcover)
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ISBN-13: 9783031063602, 978-3031063602. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets. A chapter is dedicated to estimation of stochastic volatility models.
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About this product
Product Identifiers
PublisherSpringer International Publishing A&G
ISBN-103031063600
ISBN-139783031063602
eBay Product ID (ePID)20082499067
Product Key Features
Subject AreaBusiness & Economics, Mathematics
Publication Year2022
Number of PagesXviii, 345 Pages
SubjectProbability & Statistics / General, Finance / General, Econometrics, Applied
LanguageEnglish
SeriesBocconi and Springer Ser.
Publication NameContinuous Time Processes for Finance : Switching, Self-Exciting, Fractional and Other Recent Dynamics
TypeTextbook
FormatHardcover
AuthorDonatien Hainaut
Dimensions
Item Width6.1 in
Item Length9.3 in
Item Weight28.1 oz.
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