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~isPartOf:"CREATES research paper"
~person:"Christensen, Bent Jesper"
~person:"Christensen, Kim"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
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Posedel Šimović, Petra
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2010
Persistent link: https://www.econbiz.de/10008651660
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