ENGLISH

Stochastic Volatility: Selected Readings

By John Lewis Gaddis

Book information

Publisher
Oxford University Press, USA
Year
2005
ISBN
9780195066524, 0195066529
Open Library ID
OL7386880M
Language
english
Format
PDF
Filesize
2 MB (2320024 bytes)
Series
Advanced Texts in Econometrics
Pages
523\523
Time added
2010-02-18 13:16:04

Description

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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