Stochastic Volatility: Origins and Overview

Neil Shephard () and Torben G. Andersen ()

OFRC Working Papers Series from Oxford Financial Research Centre

New Economics Papers: this item is included in nep-cba, nep-ecm and nep-ets
Date: 2008
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Working Paper: Stochastic Volatility: Origins and Overview (2008)
Working Paper: Stochastic Volatility: Origins and Overview (2008)
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