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Stochastic Volatility: Selected Readings: Advanced Texts in Econometrics

Editat de Neil Shephard
en Limba Engleză Paperback – 10 mar 2005
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.
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Specificații

ISBN-13: 9780199257201
ISBN-10: 0199257205
Pagini: 536
Ilustrații: numerous figures and tables
Dimensiuni: 156 x 234 x 28 mm
Greutate: 0.8 kg
Editura: OUP OXFORD
Colecția OUP Oxford
Seria Advanced Texts in Econometrics

Locul publicării:Oxford, United Kingdom

Notă biografică

Neil Shephard is Professor of Economics and Official Fellow in Economics, Nuffield College, at the University of Oxford. He has also taught at the London School of Economics. He has published widely, is on the Editorial Board of the Review of Economic Studies, and is Associate Editor of Econometrica.