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Volatility

Research output: Contribution to book/anthology/report/proceedingEncyclopedia entryCommunication

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Volatility. / Barndorff-Nielsen, Ole E.; Shephard, N.

Encyclopedia of quantitative finance. ed. / Rama Cont. Vol. 4 John Wiley & Sons Ltd, 2010. p. 1898-1901.

Research output: Contribution to book/anthology/report/proceedingEncyclopedia entryCommunication

Harvard

Barndorff-Nielsen, OE & Shephard, N 2010, Volatility. in R Cont (ed.), Encyclopedia of quantitative finance. vol. 4, John Wiley & Sons Ltd, pp. 1898-1901.

APA

Barndorff-Nielsen, O. E., & Shephard, N. (2010). Volatility. In R. Cont (Ed.), Encyclopedia of quantitative finance (Vol. 4, pp. 1898-1901). John Wiley & Sons Ltd.

CBE

Barndorff-Nielsen OE, Shephard N. 2010. Volatility. Cont R, editor. In Encyclopedia of quantitative finance. John Wiley & Sons Ltd. pp. 1898-1901.

MLA

Barndorff-Nielsen, Ole E. and N. Shephard "Volatility". Cont, Rama (ed.). Encyclopedia of quantitative finance. John Wiley & Sons Ltd. 2010, 1898-1901.

Vancouver

Barndorff-Nielsen OE, Shephard N. Volatility. In Cont R, editor, Encyclopedia of quantitative finance. Vol. 4. John Wiley & Sons Ltd. 2010. p. 1898-1901

Author

Barndorff-Nielsen, Ole E. ; Shephard, N. / Volatility. Encyclopedia of quantitative finance. editor / Rama Cont. Vol. 4 John Wiley & Sons Ltd, 2010. pp. 1898-1901

Bibtex

@inbook{9c744d8affd84ef4b744ea9257b9378c,
title = "Volatility",
author = "Barndorff-Nielsen, {Ole E.} and N. Shephard",
year = "2010",
language = "English",
isbn = "9780470057568",
volume = "4",
pages = "1898--1901",
editor = "Rama Cont",
booktitle = "Encyclopedia of quantitative finance",
publisher = "John Wiley & Sons Ltd",

}

RIS

TY - ENCYC

T1 - Volatility

AU - Barndorff-Nielsen, Ole E.

AU - Shephard, N.

PY - 2010

Y1 - 2010

M3 - Encyclopedia entry

SN - 9780470057568

VL - 4

SP - 1898

EP - 1901

BT - Encyclopedia of quantitative finance

A2 - Cont, Rama

PB - John Wiley & Sons Ltd

ER -