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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2005年5月26日 |
| ISBN13 | 9780199257201 |
| 出版社 | Oxford University Press |
| ページ数 | 536 |
| 寸法 | 158 × 236 × 30 mm · 802 g |
| 言語 | 英語 |
| 編集者 | Shephard, Neil (, Professor of Economics and Fellow of Nuffield College, University of Oxford) |
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