Stochastic volatility : selected readings /

Stochastic volatility : selected readings / / edited by Neil Shephard.

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Superior document:Advanced texts in econometrics
:
ProQuest (Firm)
TeilnehmendeR:
Shephard, Neil.
ProQuest (Firm)
Year of Publication:2005
Language:English
Series:Advanced texts in econometrics.
Online Access:
Physical Description:viii, 525 p. :; ill.
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spelling Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
Oxford ; New York : Oxford University Press, c2005.
viii, 525 p. : ill.
Advanced texts in econometrics
Includes bibliographical references and indexes.
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Stochastic processes.
Finance Mathematical models.
Money market Mathematical models.
Capital market Mathematical models.
Electronic books.
Shephard, Neil.
ProQuest (Firm)
Advanced texts in econometrics.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=422944 Click to View
language English
format Electronic
eBook
author2 Shephard, Neil.
ProQuest (Firm)
author_facet Shephard, Neil.
ProQuest (Firm)
ProQuest (Firm)
author2_variant n s ns
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Shephard, Neil.
title Stochastic volatility selected readings /
spellingShingle Stochastic volatility selected readings /
Advanced texts in econometrics
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
title_sub selected readings /
title_full Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
title_fullStr Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
title_full_unstemmed Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
title_auth Stochastic volatility selected readings /
title_new Stochastic volatility
title_sort stochastic volatility selected readings /
series Advanced texts in econometrics
series2 Advanced texts in econometrics
publisher Oxford University Press,
publishDate 2005
physical viii, 525 p. : ill.
contents pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
callnumber-first Q - Science
callnumber-subject QA - Mathematics
callnumber-label QA274
callnumber-sort QA 3274 S824 42005
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=422944
illustrated Illustrated
dewey-hundreds 500 - Science
dewey-tens 510 - Mathematics
dewey-ones 519 - Probabilities & applied mathematics
dewey-full 519.2/3
dewey-sort 3519.2 13
dewey-raw 519.2/3
dewey-search 519.2/3
oclc_num 476260646
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hierarchy_parent_title Advanced texts in econometrics
is_hierarchy_title Stochastic volatility selected readings /
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