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dewey-ones:"300 - Social sciences"
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rate volatility »
price volatility
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1
Stochastic
Volatility
and Realized Stochastic
Volatility
Models
by
Takahashi, Makoto
,
Omori, Yasuhiro
,
Watanabe, Toshiaki
Published 2023
Springer Nature Singapore
Table of Contents:
“
...1 Introduction -- 2 Stochastic
Volatility
Model -- 3 Asymmetric Stochastic
Volatility
Model -- 4...
”
Read Now
2
Binomial Models in Finance
by
van der Hoek, John
,
Elliott, Robert J.
Published 2006
Springer New York
Table of Contents:
“
...-Dependent Options -- The Greeks -- Dividends -- Implied
Volatility
Trees -- Implied Binomial Trees...
”
Read Now
3
Economic and Financial Modelling with EViews : A Guide for Students and Professionals
by
Aljandali, Abdulkader
,
Tatahi, Motasam
Published 2018
Springer International Publishing
Table of Contents:
“
... -- Chapter 8: Modelling
volatility
in finance and economics - arch, garch and egrach models -- Chapter 9...
”
Read Now
4
Data Analytics for Management, Banking and Finance : Theories and Application
Published 2023
Springer Nature Switzerland
Table of Contents:
“
... Incorporated with Machine Learning Approaches in Finance -- 4. Estimation and Inference in Financial
Volatility
...
”
Read Now
5
Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019
Published 2020
Springer International Publishing
Table of Contents:
“
... time series models for modeling bivariate time series data and forecasting the unemployment
rate
...
”
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Aljandali, Abdulkader
1
Elliott, Robert J.
1
Herrera, Luis Javier
1
Omori, Yasuhiro
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Pomares, Héctor
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Rabbouch, Hana
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Rojas, Fernando
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Saâdaoui, Foued
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Takahashi, Makoto
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1
Watanabe, Toshiaki
1
Zhao, Yichuan
1
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