Stochastic volatility : selected readings
ed. by Neil Shephard
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Shephard, Neil G. (contributor) ; Shephard, Neil (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
| Extent: | VIII, 525 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Literaturangaben |
| ISBN: | 978-0-19-925720-1 ; 0-19-925720-5 ; 0-19-925719-1 |
| Classification: | Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Volkswirtschaft ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718768