Stochastic volatility : selected readings
ed. by Neil Shephard
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Shephard, Neil G. (contributor) ; Shephard, Neil G. (ed.) |
| Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Stochastische Analysis | Kapitalmarkt | Kreditmarkt | Geldmarkt | Ökonometrisches Modell |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [loc.gov] ; Description [zbmath.org] |
Online Resource
Erscheint auch als (Online-Ausgabe):
Shephard, Neil G. *1964-*. Stochastic volatility. - Oxford : Oxford University Press, 2005. - Online-Ressource (viii, 525 p)
Persistent link: https://www.econbiz.de/10001718768