Nuffield College, Economics Department, Working Papers

ECONOMICS WORKING PAPERS

Home | Working Papers | <% if head1.askip = 1 then %>Aide Memoire | <% end if %>External Links
 

 

 

2005 PAPERS

  • 2005-W17 Neil Shephard Stochastic volatility. To appear in New Palgrave Dictionary of Economics, 2nd edition, (edited by Steven Durlauf and Lawrence Blume), 2006.

Notice that the Copyright of each of these papers is held by their authors. It is illegal to make multiple copies of these papers without permission from them.

Disclaimer. The administrators respectfully request that the authors immediately inform them when any paper is published to avoid copyright infringment. Note that unauthorized copyright material is illegal and may lead to prosecution. Neither the administrators nor Nuffield College accept any liability in this respect.

Administrators. The economics group's electronic preprints are kept in order by Maxine Collett. She can be emailed at maxine.collett@nuffield.ox.ac.uk. Please report any problems/comments you have with this page to her.

Editor: Maxine Collett

 

Older Papers

2004

2003

2002

2001

2000

1999

1998

1997

1996

1995 and 1994