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Stochastic Volatility

Neil Shephard ()
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Neil Shephard: Nuffield College, Oxford University

No 2005-W17, Economics Papers from Economics Group, Nuffield College, University of Oxford

Pages: 14 pages
Date: 2005-07-01
New Economics Papers: this item is included in nep-cfn, nep-ecm, nep-ets and nep-fmk
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (166)

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