Volatility: new estimation techniques for pricing derivatives

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Risk Books, 1998 - Business & Economics - 464 pages
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Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of stock prices. It includes commentary and analysis based on real-life situations.

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Contents

TESTS
17
Properties Estimation and Testing
23
ARCH Modelling in Finance
59
Copyright

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