Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility
Author :
Publisher :
Total Pages : 122
Release :
ISBN-10 : OCLC:837601050
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility by : Jung-suk Yu

Download or read book Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility written by Jung-suk Yu and published by . This book was released on 2006 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility Related Books

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility
Language: en
Pages: 122
Authors: Jung-suk Yu
Categories:
Type: BOOK - Published: 2006 - Publisher:

GET EBOOK

The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility
Language: en
Pages: 128
Authors: . Jung-Suk Yu
Categories:
Type: BOOK - Published: 2013 - Publisher: LAP Lambert Academic Publishing

GET EBOOK

The various models have been built upon pioneering work of Robert F. Engle (2003) and Robert C. Merton (1997) for methods of analyzing economic time series with
The Fine Structure of Asset Returns
Language: en
Pages:
Authors: Hélyette Geman
Categories:
Type: BOOK - Published: 2002 - Publisher:

GET EBOOK

We investigate the importance of diffusion and jumps in a new model for asset returns. In contrast to standard models, we allow for jump components displaying f
Essays on the Predictability and Volatility of Asset Returns
Language: en
Pages:
Authors: Stefan A. Jacewitz
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

This dissertation collects two papers regarding the econometric and economic theory and testing of the predictability of asset returns. It is widely accepted th
Stochastic Volatility, Jumps and Variance Risk Premia
Language: en
Pages: 604
Authors: Worapree Maneesoonthorn
Categories:
Type: BOOK - Published: 2013 - Publisher:

GET EBOOK

Planning for future movements in asset prices and understanding the variation in the return on assets are key to the successful management of investment portfol