Stochastic volatility : selected readings / edited by Neil Shephard.
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Other Authors: | |
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Format: | Book |
Language: | English |
Published: |
Oxford ; New York :
Oxford University Press,
[2005]
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Series: | Advanced texts in econometrics.
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Subjects: |
Physical Description: | viii, 525 pages : illustrations ; 25 cm. |
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Bibliography: | Includes bibliographical references and index. |
ISBN: | 0199257191 9780199257195 0199257205 9780199257201 |