Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) - Softcover

 
9780199257201: Stochastic Volatility: Selected Readings (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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Other Popular Editions of the Same Title

9780199257195: Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Featured Edition

ISBN 10:  0199257191 ISBN 13:  9780199257195
Publisher: OUP Oxford, 2005
Hardcover