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person:"McAleer, Michael"
~isPartOf:"Managerial finance"
~person:"Andersen, Torben"
~subject:"Portfolio selection"
~subject:"Scientific modelling"
~subject:"Spot market"
~subject:"United States"
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
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