Luc Bauwens, Ph D, is Professor of Economics at the
Université catholique de Louvain (Belgium), where he is also
President of the Center for Operations Research and Econometrics
(CORE). He has written more than 100 published papers on the topics
of econometrics, statistics, and microeconomics.
Christian Hafner, Ph D, is Professor and President of the Louvain
School of Statistics, Biostatistics, and Actuarial Science (LSBA)
at the Université catholique de Louvain (Belgium). He has
published extensively in the areas of time series econometrics,
applied nonparametric statistics, and empirical finance.
Sebastien Laurent, Ph D, is Associate Professor of Econometrics
in the Department of Quantitative Economics at Maastricht
University (The Netherlands). Dr. Laurent”s current areas of
research interest include financial econometrics and computational
econometrics.
2 Ebook di Christian M. Hafner
Luc Bauwens & Christian M. Hafner: Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in …
PDF
Inglese
DRM
€150.99
Luc Bauwens & Christian M. Hafner: Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in …
EPUB
Inglese
DRM
€150.99