ボラティリティ（全２巻）
Volatility
The International Library of Critical Writings in Economics series
Andersen, Torben G. (EDT)
Bollerslev, Tim (EDT)
- 出版社：Edward Elgar Publishing Ltd
- 出版年月：2018年 04月
- ISBN：9781788110617
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：1760 p.
- DDC分類：330.015195
- 内容紹介：
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Includes 65 articles, dating from 1973 to 2011. Topics covered include GARCH, stochastic and multivariate volatility models as well as forecasting, evaluation and high-frequency data.