This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, m

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, m

Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced

The cooperation and contamination between mathematicians, statisticians and econometricians working in actuarial sciences and finance is improving the research

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h