Stochastic volatility: selected readings
Neil Shephard
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.
Tahun:
2005
Edisi:
First Paperback Edition
Penerbit:
Oxford University Press, USA
Bahasa:
english
Halaman:
534
ISBN 10:
0199257205
ISBN 13:
9780199257201
Nama siri:
Advanced Texts in Econometrics
Fail:
PDF, 2.40 MB
IPFS:
,
english, 2005