Estimation of Continuous-Time Stochastic Volatility Models

Dotsis, George, Markellos, Raphael-Nicholas and Mills, Terence (2007) Estimation of Continuous-Time Stochastic Volatility Models. In: Palgrave Handbook of Econometrics: Applied Econometrics. Palgrave Macmillan, pp. 951-971. ISBN 140391799X

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Item Type:	Book Section
Faculty \ School:	Faculty of Social Sciences > Norwich Business School
UEA Research Groups:	Faculty of Social Sciences > Research Groups > Finance Group Faculty of Social Sciences > Research Centres > Centre for Competition Policy
Depositing User:	Raphael Markellos
Date Deposited:	27 Oct 2011 08:18
Last Modified:	20 Jun 2023 14:52
URI:	https://ueaeprints.uea.ac.uk/id/eprint/35215
DOI:

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