Empirical Studies on Volatility in International Stock Markets / by Eugenie M.J.H. Hol.

Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Hol, Eugenie M. J. H.
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2003.
Series:	Dynamic modeling and econometrics in economics and finance ; 6.
Subjects:	Economics. Econometrics. International economic relations.