Estimation of continuous-time models with an application to equity volatility dynamics
Year of publication: |
2006
|
---|---|
Authors: | Bakshi, Gurdip ; Ju, Nengjiu ; Ou-Yang, Hui |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 82.2006, 1, p. 227-249
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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