LIBROS DEL AUTOR: fabio fornari

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  • Stochastic Volatility in Financial Markets
    Antonio Mele / Fabio Fornari
    Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technic...
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    134,52 €