Financial mathematics, volatility and covariance modelling. Volume 2 / Volume 2

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Bibliographic Details
Imprint:Abingdon, Oxon ; New York, NY : Routledge, 2019.
©2019
Description:1 online resource ( 381 pages)
Language:English
Series:Routledge advances in applied financial econometrics ; Volume 2
Subject:Finance -- Mathematical models.
Finance -- Mathematical models.
BUSINESS & ECONOMICS / General
BUSINESS & ECONOMICS / Econometrics
BUSINESS & ECONOMICS / Economics / General
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11969599
Hidden Bibliographic Details
Other authors / contributors:Chevallier, Julien, editor.
ISBN:9781315162737
1315162733
9781351669078
1351669079
9781351669092
1351669095
9781351669085
1351669087
9781138060944
Notes:Includes bibliographical references and index.
Julien Chevallier is Full Professor of Economics at the University Paris 8 (LED), France. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. He has published articles in leading refereed journals. Stephane Goutte is a Maître de Conférences-HDR of Financial Mathematics at University Paris 8, France and Senior Lecturer in Mathematics at University of Luxembourg. He is also a researcher at the Chair European Electricity Markets of Paris Dauphine PSL University. David Guerreiro is an Assistant Professor of Economics at the University Paris 8 (LED), France. His fields of research are International Macroeconomics, Monetary Economics and Meta-Analysis and he has published in numerous peer-reviewed journals. Sophie Saglio is an Assistant Professor of Economics at the University Paris 8 (LED), France. Her research focuses on international economics and finance and she has published in various peer-reviewed journals. Bilel Sanhaji is an Assistant Professor of Economics at the University Paris 8 (LED), France. His main research focuses on nonlinear time series econometrics and modelling volatility. He has published theoretical and applied research papers in various peer-reviewed journals.
Description based on online resource; title from digital title page (viewed on September 03, 2019).
Other form:Print version: Financial mathematics, volatility and covariance modelling Abingdon, Oxon ; New York, NY : Routledge, 2019 9781138060944