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100   $a20050808d2005      uy             0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 00$aStochastic volatility$b[electronic resource] $eselected readings /$fedited by Neil Shephard
210   $aOxford ;$aNew York $cOxford University Press$dc2005
215   $a1 online resource (534 p.)
225 1 $aAdvanced texts in econometrics
300   $aDescription based upon print version of record.
311   $a0-19-925720-5 
311   $a0-19-925719-1 
320   $aIncludes bibliographical references and indexes.
327   $apt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
330   $aNeil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P. K. Clark). 2. Financial Returns Modeled by the Product of Two Stochastic Processes: A Study of Daily Sugar
410  0$aAdvanced texts in econometrics.
606   $aStochastic processes
606   $aFinance$xMathematical models
606   $aMoney market$xMathematical models
606   $aCapital market$xMathematical models
615  0$aStochastic processes.
615  0$aFinance$xMathematical models.
615  0$aMoney market$xMathematical models.
615  0$aCapital market$xMathematical models.
676   $a519.2/3
701   $aShephard$b Neil$01577033
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910777763703321
996   $aStochastic volatility$93855247
997   $aUNINA