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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Related works:
Working Paper: Stochastic Volatility: Origins and Overview (2008)
Working Paper: Stochastic Volatility: Origins and Overview (2008)
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