@inbook {109866,
	title = {Statistical aspects of ARCH and stochastic volatility},
	booktitle = {Time Series Models in Econometrics, Finance and Other Fields},
	year = {1996},
	note = {Reprinted in the Survey of Applied and Industrial Mathematics, issue on Financial and insurance mathematics, 3, 764-826, Scientific Publisher TVP, Moscow, 1996 (in Russian).},
	pages = {1-67},
	publisher = {Chapman \& Hall},
	organization = {Chapman \& Hall},
	edition = {(edited by D.R. Cox, David V. Hinkley and Ole E. Barndorff-Neilsen)},
	address = {London},
	author = {Neil Shephard}
}
