EconPapers    
Economics at your fingertips  
 

Stochastic Volatility: Origins and Overview

Neil Shephard () and Torben Andersen ()

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

Pages: 21 pages
Date: 2008-05-03
New Economics Papers: this item is included in nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10) Track citations by RSS feed

Downloads: (external link)
http://www.nuffield.ox.ac.uk/economics/papers/2008/w4/torben_3_3_2008.pdf (application/pdf)

Related works:
Working Paper: Stochastic Volatility: Origins and Overview (2008) Downloads
Working Paper: Stochastic Volatility: Origins and Overview (2008) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nuf:econwp:0804

Access Statistics for this paper

More papers in Economics Papers from Economics Group, Nuffield College, University of Oxford Contact information at EDIRC.
Bibliographic data for series maintained by Maxine Collett ().

 
Page updated 2022-09-28
Handle: RePEc:nuf:econwp:0804