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~isPartOf:"Managerial finance"
~language:"eng"
~language:"est"
~language:"hrv"
~language:"jpn"
~language:"lit"
~language:"sqi"
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Indien"
~subject:"Portfolio-Management"
~subject:"United Kingdom"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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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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