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Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with timevarying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility.
Binding: Paperback; pages; Publisher: Oxford University Press; Classification: KCBM; Weight: 892 g; Dimensions: 236 x 158 x 30
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