Covolatility

By Qiuyan Xu and Rituparna Sen

The variance-covariance matrix for multiple stochastic processes is of great interest in most financial applications, such as portfolio selection and risk management. One needs to estimate the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3659363367
• ISBN13: 9783659363368
• Release Date: March 2013
• Publisher: LAP Lambert Academic Publishing
• Length: 56 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"