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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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Oxford University Press, Oxford, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings
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Oxford University Press, Usa, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, Usa, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201. Seller Inventory # 9431660
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Stochastic Volatility: Selected Readings
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201. Seller Inventory # 9861575
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
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ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings (eng)
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) Shephard, Neil
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ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility : Selected Readings
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
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