Modelling and Forecasting of Information Technology Stock Prices

by Fang Liu

In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843388091
• ISBN13: 9783843388092
• Release Date: December 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 112 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"