Working paper

Modelling and measuring volatility.

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APA Style

Barndorff-Nielsen, O., & Shephard, N. (2008). Modelling and measuring volatility. Oxford-Man Institute of Quantitative Finance.

MLA Style

Barndorff-Nielsen, O, and N Shephard. “Modelling and Measuring Volatility.” Oxford-Man Institute of Quantitative Finance, 2008. Working Papers.

Chicago Style

Barndorff-Nielsen, O, and N Shephard. 2008. “Modelling and Measuring Volatility.” Working Papers. Oxford-Man Institute of Quantitative Finance.
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Files:: 2008OMI11.pdf

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Authors

+ Barndorff-Nielsen, O More by this author

Role:: Author

+ Shephard, N More by this author

Role:: Author

Publisher:: Oxford-Man Institute of Quantitative Finance
Series:: Working Papers
Publication date:: 2008-11-21

Language:: English
UUID:: uuid:98267cc3-56ee-4a7f-bac1-2aaaa13f4a91
Local pid:: oai:economics.ouls.ox.ac.uk:13045
Deposit date:: 2011-08-16
ARK identifier:: ark:/29072/ora_98267cc356ee4a7fbac12aaaa13f4a91

Terms of use

Copyright date:: 2008

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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