Volatility Modeling

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

Original languageEnglish (US)
Title of host publicationEncyclopedia of Quantitative Risk Analysis and Assessment
EditorsEdward L. Melnick, Brian S. Everitt
PublisherJohn Wiley & Sons, Ltd.
Volume4
Edition1st
ISBN (Print)9780470035498
StatePublished - 2008

Cite this

Andersen, T. G. (2008). Volatility Modeling. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment (1st ed., Vol. 4). John Wiley & Sons, Ltd..