Stochastic volatility selected readings /

Bibliographic Details
Corporate Author: ProQuest (Firm)
Other Authors: Shephard, Neil.
Format: Electronic eBook
Language:English
Published: Oxford ; New York : Oxford University Press, c2005.
Series:Advanced texts in econometrics.
Subjects:
Online Access:Click to View
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245 0 0 |a Stochastic volatility  |h [electronic resource] :  |b selected readings /  |c edited by Neil Shephard. 
260 |a Oxford ;  |a New York :  |b Oxford University Press,  |c c2005. 
300 |a viii, 525 p. :  |b ill. 
490 1 |a Advanced texts in econometrics 
504 |a Includes bibliographical references and indexes. 
505 0 |a pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Stochastic processes. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Money market  |x Mathematical models. 
650 0 |a Capital market  |x Mathematical models. 
655 4 |a Electronic books. 
700 1 |a Shephard, Neil. 
710 2 |a ProQuest (Firm) 
830 0 |a Advanced texts in econometrics. 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=422944  |z Click to View