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Stochastic Volatility

Stochastic Volatility

Selected Readings

Neil Shephard

OUP Oxford
Publication date : 2005-03-10

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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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About the book

Author

Neil Shephard

Imprint

OUP Oxford

Collection

n.c

Publication date

2005-03-10

Pages

n.c

Print ISBN

9780191531422

Language

English

Ebook informations

EAN PDF

9780191531422

Price

£41.13

Copy count 0

Print count 0

File size 3277 Ko

Informations accessibility

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About author(s)

Neil Shephard

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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