{"product_id":"handbook-of-volatility-models-and-their-applications-9780470872512","title":"Handbook of Volatility Models and Their Applications","description":"\u003cp\u003e • Author(s): Luc Bauwens\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003e\u003cb\u003eA complete guide to the theory and practice of volatility models in financial engineering\u003c\/b\u003e \u003cbr\u003e \u003cbr\u003e   \u003c\/p\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  * \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  * \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  * \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   \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","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45201352360087,"sku":"9780470872512","price":16598.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780470872512.webp?v=1767307285","url":"https:\/\/atlanticbooks.com\/products\/handbook-of-volatility-models-and-their-applications-9780470872512","provider":"Atlantic Books","version":"1.0","type":"link"}