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

 
9780199257201: Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

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

Edición Destacada

ISBN 10:  0199257191 ISBN 13:  9780199257195
Editorial: OUP Oxford, 2005
Tapa dura