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.
Kategorien:
Jahr:
2005
Auflage:
First Paperback Edition
Verlag:
Oxford University Press, USA
Sprache:
english
Seiten:
534
ISBN 10:
0199257205
ISBN 13:
9780199257201
Serien:
Advanced Texts in Econometrics
Datei:
PDF, 2.40 MB
IPFS:
,
english, 2005