Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures

✍ Scribed by Almut E. D. Veraart

• Book ID: 110880164
• Publisher: John Wiley and Sons
• Year: 2011
• Tongue: English
• Weight: 466 KB
• Volume: 14
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2010.00336.x