Financial mathematics, volatility and covariance modelling, edited by Julien Chevallier [and four others], Volume 2
Label
Financial mathematics, volatility and covariance modelling, edited by Julien Chevallier [and four others], Volume 2
Note
O'Reilly
Acquisition source address
Taylor & FrancisO'Reilly Media
resource.biographicalOrHistoricalData
Julien Chevallier is Full Professor of Economics at the University Paris 8 (LED), France. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. He has published articles in leading refereed journals. Stephane Goutte is a Maître de Conférences-HDR of Financial Mathematics at University Paris 8, France and Senior Lecturer in Mathematics at University of Luxembourg. He is also a researcher at the Chair European Electricity Markets of Paris Dauphine PSL University. David Guerreiro is an Assistant Professor of Economics at the University Paris 8 (LED), France. His fields of research are International Macroeconomics, Monetary Economics and Meta-Analysis and he has published in numerous peer-reviewed journals. Sophie Saglio is an Assistant Professor of Economics at the University Paris 8 (LED), France. Her research focuses on international economics and finance and she has published in various peer-reviewed journals. Bilel Sanhaji is an Assistant Professor of Economics at the University Paris 8 (LED), France. His main research focuses on nonlinear time series econometrics and modelling volatility. He has published theoretical and applied research papers in various peer-reviewed journals.
Form Of Item
online
Isbn
9781351669085
Lccn
2019011684
Physical Description
1 online resource (381 pages)
Specific Material Designation
remote
Stock number
97813151627379781351669085
System control number
(OCoLC)1089840403
Cover Art