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010 a| 2011044256;

020 a| 9780470872512 (hardback);

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082 00 a| 332.01/51952| 23;

084 a| BUS0270002| bisacsh;

100 1 a| Bauwens, Luc,d| 1952-=| ^A238312;

245 10 a| Handbook of volatility models and their applicationsh| [electronic resource] /c| Luc Bauwens, Christian Hafner, Sebastien Laurent.;

260 a| Hoboken, NJ :b| Wiley,;

300 a| xx, 543 p. :b| ill. ;c| 24 cm.;

490 0 a| Wiley handbooks in financial engineering and econometrics ;v| 3;

504 a| Includes bibliographical references (p. 487-535) and index.;

506 a| Available only to authorized users.;

520 a| "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

650 0 a| Banks and bankingx| Econometric models.=| ^A25240;

650 0 a| Financex| Econometric models.=| ^A371897;

650 0 a| GARCH model.?| UNAUTHORIZED;

650 7 a| BUSINESS & ECONOMICS / Finance2| bisacsh.;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Hafner, Christian.=| ^A263154;

700 1 a| Laurent, Sébastien,d| 1974-?| UNAUTHORIZED;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=836590;

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Handbook of volatility models and their applications / Luc Bauwens, Christian Hafner, Sebastien Laurent.

Author/creator	Bauwens, Luc, 1952-
Other author	Hafner, Christian.
Other author	Laurent, Sébastien, 1974-
Format	Electronic
Publication Info	Hoboken, NJ : Wiley,
Description	xx, 543 p. : ill. ; 24 cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Banks and banking--Econometric models. Finance--Econometric models. GARCH model.

Series	Wiley handbooks in financial engineering and econometrics ; 3
Abstract	"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"-- Provided by publisher.
Bibliography note	Includes bibliographical references (p. 487-535) and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2011044256
ISBN	9780470872512 (hardback)

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Handbook of volatility models and their applications / Luc Bauwens, Christian Hafner, Sebastien Laurent.

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