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| 008 | 100712s2005 enka sb 001 0 eng d | ||
| 010 | _z 2005-299546 | ||
| 020 | _z0199257191 (hbk) | ||
| 020 | _z0199257205 (pbk) | ||
| 020 | _z9780199257195 | ||
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_a519.2/3 _222 |
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_aStochastic volatility _h[electronic resource] : _bselected readings / _cedited by Neil Shephard. |
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_aOxford ; _aNew York : _bOxford University Press, _cc2005. |
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| 300 |
_aviii, 525 p. : _bill. ; _c25 cm. |
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| 490 | 1 | _aAdvanced texts in econometrics | |
| 504 | _aIncludes bibliographical references and indexes. | ||
| 505 | 0 | _apt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. | |
| 529 | _aTSLHHL | ||
| 533 |
_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2009. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries. |
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_aStochastic processes. _9215979 |
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_aFinance _xMathematical models. _918140 |
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_aMoney market _xMathematical models. _9277124 |
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_aCapital market _xMathematical models _913653 |
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_aElectronic books. _2local _9201578 |
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_aShephard, Neil. _9277125 |
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_aebrary, Inc. _925628 |
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_aAdvanced texts in econometrics. _9277126 |
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_uhttps://ezproxy.taylors.edu.my/login?url=http://site.ebrary.com/lib/taylorscollege/Doc?id=10233598 _zAn electronic book accessible through the World Wide Web; click to view |
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