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Stochastic Volatility
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Abstract
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
Oxford University PressOxford
Title: Stochastic Volatility
Description:
Abstract
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility.
They cover stocks, bonds and currencies and range from 1973 up to 2001.
Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
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