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
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Citations: View citations in EconPapers (10)

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

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