資料來源: Google Book
Vezelay :the great Romanesque church
- 作者: Rouchon-Mouilleron, Veronique.
- 其他作者: Faure, Daniel.
- 出版: New York : Harry N. Abrams 1999.
- 稽核項: 159 p. :ill. (some col.) ;31 cm.
- 標題: Sculpture, French France -- Vezelay. , Basilique de la Madeleine (Vezelay, France) , Basilique de la Madeleine (Vezelay, France) Pictorial works. , Sculpture, French France -- Vezelay -- Pictorial works. , Sculpture, French , Sculpture, Romanesque , Sculpture, Romanesque France -- Vezelay -- Pictorial works. , Sculpture, Romanesque France -- Vezelay.
- ISBN: 0810939371 , 9780810939370
- 附註: {202130}{472134}{572130}{21213C}{65213C}{75212B}{25215B}{41213B}{442142}{652158}{492137}{6F214F}{652139}{25213A}{602132}{302133}{22214C}{7B213B}{5A2158}{38214C}{36212B}{262156}{2B2143}{5500} Includes bibliographical references (p. 158).
- 系統號: 005234657
- 資料類型: 圖書
- 讀者標籤: 需登入
- 引用網址: 複製連結
In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: - what model to use- what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely,useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
來源: Google Book
來源: Google Book
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