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Stochastic Volatility: Selected Readings - Advanced Texts in Econometrics Shephard
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Stochastic Volatility: Selected Readings - Advanced Texts in Econometrics
Shephard
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.
536 pages, numerous figures and tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 10, 2005 |
| ISBN13 | 9780199257201 |
| Publishers | Oxford University Press |
| Pages | 536 |
| Dimensions | 158 × 236 × 30 mm · 772 g |
| Language | English |
| Editor | Shephard, Neil (, Professor of Economics and Fellow of Nuffield College, University of Oxford) |
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