Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) - Softcover
Book 21 of 26: Advanced Texts in Econometrics
Synopsis
Brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility
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About the Author
Neil Shephard is Professor of Economics and Official Fellow in Economics, Nuffield College, at the University of Oxford. He has also taught at the London School of Economics. He has published widely, is on the Editorial Board of the Review of Economic Studies, and is Associate Editor of Econometrica.
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Stochastic Volatility: Selected Readings
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ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings
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Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility Selected Readings
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ISBN 10: 0199257205
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) Shephard, Neil
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ISBN 13: 9780199257201
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Stochastic Volatility (Paperback)
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Oxford University Press, Oxford, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Paperback. Condition: new. Paperback. Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blendingto produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editorconnects the papers with the literature. Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780199257201