Stock market volatility. (©2009)

• Record Type: Book
• Further Information: Note: Edited by Greg N. Gregoriou.
• Other Names: Gregoriou, Greg N, 1956-
• Contents: Front cover; Table of Contents; Acknowledgments; The Editor; The Contributors; Section I: Modeling Stock Market Volatility; Chapter 1. An Overview of the Issues Surrounding Stock Market Volatility; Chapter 2. Analysis of Stock Market Volatility by Continuous-Time GARCH Models; Chapter 3. Price Volatility in the Context of Market Microstructure; Chapter 4. GARCH Modeling of Stock Market Volatility; Chapter 5. Detecting and Exploiting Regime Switching ARCH Dynamics in U.S. Stock and Bond Returns.
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2009
• Copyright Date: 2009
• Extent: 1 online resource (xxix, 621 pages), illustrations
• Subjects: 332.63/222; Stock exchanges; Stocks -- Prices; Investments; Stocks; BUSINESS & ECONOMICS -- Investments & Securities -- Stocks; Stock exchanges; Stocks -- Prices; Aktiemarknad; Electronic books
• Languages: English
• ISBNs: 9781420099553; 1420099558; 1282106201; 9781282106208
• Related ISBNs: 9781420099546; 142009954X
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.