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Stochastic Volatility: Selected Readings by Neil Shephard

Stochastic Volatility: Selected Readings

by Neil Shephard
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Book cover type: Paperback
  • ISBN13: 9780199257201
  • Binding: Paperback
  • Subject: N/A
  • Publisher: OUP Oxford
  • Publisher Imprint: OUP Oxford
  • Publication Date:
  • Pages: 536
  • Original Price: GBP 63.0
  • Language: English
  • Edition: N/A
  • Item Weight: 803 grams
  • BISAC Subject(s): Econometrics

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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