9780199257201-0199257205-Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

ISBN-13: 9780199257201
ISBN-10: 0199257205
Author: Neil Shephard
Publication date: 2005
Publisher: Oxford University Press
Format: Paperback 536 pages
FREE US shipping
Buy

From $50.70

Book details

ISBN-13: 9780199257201
ISBN-10: 0199257205
Author: Neil Shephard
Publication date: 2005
Publisher: Oxford University Press
Format: Paperback 536 pages

Summary

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (ISBN-13: 9780199257201 and ISBN-10: 0199257205), written by authors Neil Shephard, was published by Oxford University Press in 2005. With an overall rating of 3.9 stars, it's a notable title among other books. You can easily purchase or rent Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

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.

Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book