LIBROS DEL AUTOR: eugenie m j h hol

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  • Empirical Studies on Volatility in International Stock Markets
    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 allow for additional variables in both the mean and ...
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