Name: Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (en Inglés)
SKU: 1642256
Price: 111.08 USD
Availability: InStock
Author: Neil Shephard
ISBN: 9780199257201

portada Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (en Inglés)

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (en Inglés)

Formato

Libro Físico

Editorial

Oxford University Press

Autor

Neil Shephard

Año

2005

Idioma

Inglés

N° páginas

534

Encuadernación

Tapa Blanda

Peso

ISBN

0199257205

ISBN13

9780199257201

Categorías

Econometría

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (en Inglés)

Neil Shephard (Autor) · Oxford University Press · Tapa Blanda

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Reseña del libro "Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) (en Inglés)"

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. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.