Shephard, Neil G.; Andersen, Torben - 2008
1471-0498
DEPARTMENT OF ECONOMICS
DISCUSSION PAPER SERIES
STOCHASTIC VOLATILITY …, Oxford, UK;
Department of Economics, University of Oxford, Oxford, UK
Torben G. Andersen
Kellogg School of Management …
1 Introduction
Stochastic volatility (SV) models are used heavily within the fields of financial economics and math …