Financial mathematics and econometrics

• Autor: Antônio Delfim Netto 1928-
• Assuntos: ECONOMETRIA; ECONOMIA MATEMÁTICA
• Descrição: Introduction to the special issue: financial mathematics and econometrics Volatility and volume effects in Europpean electricity spot markets Optimal portfolio for CRRA utility functions when risky assets are exponential additive processes Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
  
• Editor: S.l. s.n.
  
• Data de criação/publicação: 200-
  
• Formato: 1 v.
  
• Idioma: Inglês