{"product_id":"handbook-of-volatility-models-and-their-applications-9780470872512","title":"Handbook of Volatility Models and Their Applications","description":"\u003cb\u003eA complete guide to the theory and practice of volatility models in financial engineering\u003c\/b\u003e \u003cbr\u003e \u003cbr\u003e \u003cp\u003eVolatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, \u003ci\u003eHandbook of Volatility Models and Their Applications\u003c\/i\u003e explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency.\u003c\/p\u003e \u003cp\u003eFeaturing contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility: \u003c\/p\u003e \u003cul\u003e \u003cli\u003e \u003cp\u003eAutoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eOther Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities\u003c\/p\u003e \u003c\/li\u003e \u003cli\u003e \u003cp\u003eRealized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures\u003c\/p\u003e \u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eHandbook of Volatility Models and Their Applications\u003c\/i\u003e is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Luc Bauwens, Christian M. Hafner, Sebastien Laurent\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/17\/2012\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 568\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.98lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.30h x 6.20w x 1.30d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780470872512\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eLuc Bauwens, PhD, is Professor of Economics at the Université catholique de Louvain (Belgium), where he is also President of the Center for Operations Research and Econometrics (CORE). He has written more than 100 published papers on the topics of econometrics, statistics, and microeconomics.\u003c\/p\u003e \u003cp\u003eChristian Hafner, PhD, is Professor and President of the Louvain School of Statistics, Biostatistics, and Actuarial Science (LSBA) at the Université catholique de Louvain (Belgium). He has published extensively in the areas of time series econometrics, applied nonparametric statistics, and empirical finance.\u003c\/p\u003e \u003cp\u003eSebastien Laurent, PhD, is Associate Professor of Econometrics in the Department of Quantitative Economics at Maastricht University (The Netherlands). Dr. Laurent's current areas of research interest include financial econometrics and computational econometrics.\u003c\/p\u003e\u003cbr\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":40058196820083,"sku":"9.78047E+12","price":158.95,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_4576da9c-b293-40d9-9d66-be2e0bacc0f0.jpg?v=1651587023","url":"https:\/\/bookstorenmore.com\/en-de\/products\/handbook-of-volatility-models-and-their-applications-9780470872512","provider":"Bookstore N More","version":"1.0","type":"link"}