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Stochastic volatility : selected readings /
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...
| Call Number: | Libro Electrónico |
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| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Oxford ; New York :
Oxford University Press,
2005.
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| Series: | Advanced texts in econometrics.
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| Subjects: | |
| Online Access: | Texto completo |