Chair, Statistics Department and Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
Measuring and modelling volatility
Barndorff-Neilsen, Ole E, and Neil Shephard. 2010. “Measuring and modelling volatility.” Encyclopedia of Quantitative Finance, (edited by Rama Cont), 1898-1901. Chichester, UK: John Wiley and Sons, Ltd.