{"product_id":"9781118272053","title":"Handbook of Volatility Models and Their Applications","description":"\u003cb\u003eA complete guide to the theory and practice of volatility models in financial engineering\u003c\/b\u003e \u003cbr\u003e \u003cbr\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 \u003cul\u003e \u003cli\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 \u003c\/li\u003e \u003cli\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 \u003c\/li\u003e \u003cli\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 \u003c\/li\u003e \u003c\/ul\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":"Default Title","offer_id":47136242401520,"sku":"9781118272053","price":171.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781118272053_p0.jpg?v=1769887940","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781118272053","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}