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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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Oxford University Press, Usa, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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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
Published by
Oxford University Press, Oxford, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) Shephard, Neil
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings (eng)
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Stochastic Volatility : Selected Readings
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
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Stochastic Volatility : Selected Readings
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Stochastic Volatility (Paperback)
Published by
Oxford University Press, Oxford, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
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Paperback. Condition: new. Paperback. 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 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
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
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