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| 1 | A subordinated stochastic process model with finite variance for speculative prices | 37 |
| 2 | Financial returns modelled by the product of two stochastic processes - a study of daily sugar prices, 1961-79 | 60 |
| 3 | The behavior of random variables with nonstationary variance and the distribution of security prices | 83 |
| 4 | The pricing of options on assets with stochastic volatilities | 109 |
| 5 | The dynamics of exchange rate volatility : a multivariate latent factor arch model | 130 |
| 6 | Multivariate stochastic variance models | 156 |
| 7 | Stochastic autoregressive volatility : a framework for volatility modeling | 177 |
| 8 | Long memory in continuous-time stochastic volatility models | 209 |
| 9 | Bayesian analysis of stochastic volatility models | 247 |
| 10 | Stochastic volatility : likelihood inference and comparison with ARCH models | 283 |
| 11 | Estimation of stochastic volatility models with diagnostics | 323 |
| 12 | Pricing foreign currency options with stochastic volatility | 357 |
| 13 | A closed-form solution for options with stochastic volatility with applications to bond and currency options | 382 |
| 14 | A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation | 398 |
| 15 | The distribution of realized exchange rate volatility | 451 |
| 16 | Econometric analysis of realized volatility and its use in estimating stochastic volatility models | 480 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Wendy Hunt
reviewed Stochastic Volatility: Selected Readings on December 27, 2013
Stochastic Volatility: Selected Readings
You know its a rehash of capra's turning point. not impressed.
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Add Stochastic Volatility: Selected Readings, 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,, Stochastic Volatility: Selected Readings to the inventory that you are selling on WonderClubX
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Add Stochastic Volatility: Selected Readings, 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,, Stochastic Volatility: Selected Readings to your collection on WonderClub |
