Stochastic Volatility: Origins and Overview

Neil Shephard () and Torben G. Andersen ()

No 2008-W04, Economics Papers from Economics Group, Nuffield College, University of Oxford

New Economics Papers: this item is included in nep-ets
Date: 2008-05-03
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Related works:
Working Paper: Stochastic Volatility: Origins and Overview (2008)
Working Paper: Stochastic Volatility: Origins and Overview (2008)
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Persistent link: http://EconPapers.repec.org/RePEc:nuf:econwp:0804

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