Stochastic Volatility: Origins and Overview

Neil Shephard, Torben G Andersen

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationHandbook of Financial Time Series
EditorsTorben G Andersen, Richard A Davis, Jens-Peter Kreiss
Place of PublicationBerlin
PublisherSpringer-Verlag
Pages233-254
StatePublished - 2009

Cite this