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~person:"Andersen, Torben"
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Search: person:"Shephard, Neil G."
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Andersen, Torben
Shephard, Neil G.
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Barndorff-Nielsen, Ole E.
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Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
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2
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
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3
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
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4
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
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