Stochastic volatility selected readings /

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Bibliographic Details
Corporate Author: ebrary, Inc
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:An electronic book accessible through the World Wide Web; click to view
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Table of Contents:
  • pt. 1. Model building
  • pt. 2. Inference
  • pt. 3. Option pricing
  • pt. 4. Realised variation.