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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Volatility: Selected Readings

Stochastic Volatility: Selected Readings

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 0199257205
ISBN13: 9780199257201
Publisher: Oxford University Press
Published: May 26 2005
Pages: 536
Weight: 1.77
Height: 1.12 Width: 6.27 Depth: 9.12
Language: English
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.

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Economics