Template-type: ReDIF-Paper 1.0 Author-Name: Neil Shephard Author-Email: neil.shephard@nuf.ox.ac.uk Author-Workplace-Name: Nuffield College, Oxford University Author-Workplace-Homepage: http://www.nuff.ox.ac.uk/users/shephard/ Title: Stochastic Volatility X-Abstract: X-Classification-JEL: X-Keywords: Length: 14 pages Creation-Date: 2005-07-01 Number: 2005-W17 File-URL: http://www.nuffield.ox.ac.uk/economics/papers/2005/w17/palgrave.pdf File-Format: application/pdf Handle: RePEc:nuf:econwp:0517