Open AccessRange-Based Estimation of Stochastic Volatility Models
Author(s) -
Sassan Alizadeh,
Michael W. Brandt,
Francis X. Diebold
Publication year - 2001
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.267788
Subject(s) - stochastic volatility , econometrics , range (aeronautics) , estimation , volatility (finance) , economics , computer science , engineering , management , aerospace engineering
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