Stochastic volatility : selected readings / / edited by Neil Shephard.
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| Superior document: | Advanced texts in econometrics |
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| Year of Publication: | 2005 |
| Language: | English |
| Series: | Advanced texts in econometrics.
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| Online Access: | |
| Physical Description: | viii, 525 p. :; ill. |
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| Bibliography: | Includes bibliographical references and indexes. |
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| ISBN: | 0199257191 (hbk) 0199257205 (pbk) 9780199257195 |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | edited by Neil Shephard. |