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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Some recent developments in stochastic volatility modelling
Some recent developments in stochastic volatility modelling
Publication information:
Barndorff-Nielsen, Ole E., Elisa Nicolato, and Neil Shephard. 2002. “Some Recent Developments in Stochastic Volatility Modelling”.
Quantitative Finance
2: 11-23.
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