You can do it with a real volume object, but honestly, that's often not worth the effort or the render hit. With a surface shader, you can just stick a simple plane on the front of your camera and apply your murk shader to that plane. There doesn't need to be any actual volumetric space inside an object for it to work.
- Quck 'n Dirty Murky Volumetrics
Technical Director - C4D, Maya, AE, - Washington DC