Stochastic Volatility : Selected Readings (Advanced Texts in Econometrics)

stochastic volatility : selected readings (advanced texts in econometrics)

more information about Stochastic Volatility : Selected Readings (Advanced Texts in Econometrics)

Stochastic Volatility : Selected Readings (Advanced Texts in Econometrics)

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Book Description
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in
which he discusses all major issues involved.

Stochastic Volatility : Selected Readings (Advanced Texts in Econometrics),Neil Shephard,Oxford University Press, USA,0199257205,Business & Economics,Business / Economics / Finance,Business/Economics,Economics - General,General,Business & Economics / Econometrics,Econometrics,Economics | Econometrics

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