publication

A Stochastic Feedback Model for Volatility

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
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13 Nov 13

Citation:

Golan, R. and Gerig, A. (2013). ‘A stochastic feedback model for volatility,’ Working Paper

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Authors

Austin Gerig
Raoul Golan

Type

Working Paper