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Forventes på lager: 10-03-2005
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility.
| Forlag | Oxford University Press |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 10-03-2005 |
| Første udgivelsesår | 2005 |
| Serie | Advanced Texts in Econometrics |
| Illustrationer | numerous figures and tables |
| Fagredaktør | Neil ( Shephard |
| Originalsprog | United Kingdom |
| Sideantal | 536 |
| Indbinding | Paperback / softback |
| Forlag | Oxford University Press |
| Sideoplysninger | 536 pages, numerous figures and tables |
| Mål | 236 x 158 x 30 |
| ISBN-13 / EAN-13 | 9780199257201 |