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Synopsis
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 Series
Advanced 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.
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About the Author
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.
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility: Selected Readings
Published by
Oxford University Press, Usa, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
Used
Softcover
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201. Seller Inventory # 9750082
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, Usa, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201. Seller Inventory # 9431660
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Stochastic Volatility: Selected Readings
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201. Seller Inventory # 9861575
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
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Stochastic Volatility: Selected Readings (eng)
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Stochastic Volatility : Selected Readings
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) Shephard, Neil
Published by
Oxford University Press, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Stochastic Volatility (Paperback)
Published by
Oxford University Press, Oxford, 2005
ISBN 10: 0199257205
ISBN 13: 9780199257201
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Paperback. Condition: new. Paperback. 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, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blendingto produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editorconnects the papers with the literature. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780199257201
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Stochastic Volatility
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780199257201
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