Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

ISBN 10: 0199257205 / ISBN 13: 9780199257201

Editore: Oxford University Press, 2005

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Dati bibliografici

• Titolo: Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
• Editore: Oxford University Press
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 0199257205
• ISBN 13: 9780199257201
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

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.