Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

by NeilShephard (Editor)

• New

  Paperback
  2005

  $81.87

  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.