Stochastic Volatility: Origins and Overview
Neil Shephard and
Torben Andersen
OFRC Working Papers Series from Oxford Financial Research Centre
Pages: 21
Date: 2008
New Economics Papers: this item is included in nep-cba, nep-ecm and nep-ets
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Working Paper: Stochastic Volatility: Origins and Overview (2008) 
Working Paper: Stochastic Volatility: Origins and Overview (2008) 
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