Template-type: ReDIF-Paper 1.0
Author-Name: Neil Shephard
Author-Workplace-Name: Oxford-Man Institute and Department of Economics, University of Oxford, Oxford, UK
Author-Email: neil.shephard@economics.ox.ac.uk
Author-Name: Torben G. Andersen
Author-Workplace-Name: Northwestern University, CREATES, USA, University of Aarhus, Denmark, and NBER, Cambridge, USA
Title: Stochastic Volatility: Origins and Overview
Length: 21 pages
Creation-Date: 2008-05-03
Number: 2008-W04
File-URL: http://www.nuffield.ox.ac.uk/economics/papers/2008/w4/torben_3_3_2008.pdf
File-Format: application/pdf
Handle: RePEc:nuf:econwp:0804