Original language | English |
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Title of host publication | Handbook of Financial Time Series |
Editors | Torben G Andersen, Richard A Davis, Jens-Peter Kreiss |
Place of Publication | Berlin |
Publisher | Springer-Verlag |
Pages | 233-254 |
State | Published - 2009 |
Stochastic Volatility: Origins and Overview
Neil Shephard, Torben G Andersen
Research output: Chapter in Book/Report/Conference proceeding › Chapter