Overview
- Focuses on the econometric estimation of continuous time processes
- Contains original content on switching, self-excited processes
- Gives an exhaustive presentation of sub-diffusions
Part of the book series: Bocconi & Springer Series (BS, volume 12)
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Table of contents(11 chapters)
About this book
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Authors and Affiliations
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ISBA, Université Catholique de Louvain, Louvain-La_Neuve, Belgium
Donatien Hainaut
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Bibliographic Information
Book Title: Continuous Time Processes for Finance
Book Subtitle: Switching, Self-exciting, Fractional and other Recent Dynamics
Authors: Donatien Hainaut
Series Title: Bocconi & Springer Series
DOI: https://doi.org/10.1007/978-3-031-06361-9
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022
Hardcover ISBN: 978-3-031-06360-2Published: 26 August 2022
Softcover ISBN: 978-3-031-06363-3Published: 27 August 2023
eBook ISBN: 978-3-031-06361-9Published: 25 August 2022
Series ISSN: 2039-1471
Series E-ISSN: 2039-148X
Edition Number: 1
Number of Pages: XVIII, 345
Number of Illustrations: 1 b/w illustrations, 71 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Applications of Mathematics, Econometrics, Economic Theory/Quantitative Economics/Mathematical Methods