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
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Depositing User: Raphael Markellos
Date Deposited: 27 Oct 2011 08:18
Last Modified: 01 Sep 2020 00:03
URI: https://ueaeprints.uea.ac.uk/id/eprint/35215
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