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.

N� de ref. del art�culo 9431660

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Detalles bibliogr�ficos

T�tulo

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Editor

Oxford University Press, Usa

Fecha de publicaci�n

2005

Idioma

Ingl�s

ISBN 10

0199257205

ISBN 13

9780199257201

Encuadernaci�n

Encuadernaci�n de tapa blanda

Estado

Good

Cat�logos de vendedores

Economics

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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.

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.

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Descripci�n de la librer�a

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